+45.8%
F vs BMNR
+233.9%
-188.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -3.7% | -8.5% | +4.8% | -3.7% |
| 30D | -0.7% | +33.8% | -34.5% | -0.8% |
| 3M | -1.9% | +54.7% | -56.6% | -2.0% |
| 6M | +16.1% | +16.7% | -0.7% | +16.0% |
| YTD | +9.5% | -10.9% | +20.3% | +9.4% |
| 1Y | +27.2% | -46.9% | +74.1% | +27.2% |
| All | +45.8% | +233.9% | -188.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling