+24.3%
F vs BMNR
-46.4%
+70.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.3% |
| 7D | -4.4% | +0.2% | -4.7% | -4.5% |
| 30D | +1.0% | +39.9% | -38.9% | -2.4% |
| 3M | -4.0% | +51.5% | -55.5% | -8.3% |
| 6M | +18.1% | +18.9% | -0.8% | +14.8% |
| YTD | +10.2% | -7.8% | +18.0% | +8.8% |
| 1Y | +24.3% | -47.6% | +71.9% | +25.7% |
| All | +24.3% | -46.4% | +70.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMNR.
Daily Out/Under-Performance
Portfolio return minus BMNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BMNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling