+38.7%
NET vs BMNR
+162.1%
-123.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -12.6% | +4.3% | -8.2% |
| 7D | -21.2% | -12.3% | -8.9% | -21.1% |
| 30D | -31.1% | -27.5% | -3.6% | -31.0% |
| 3M | -16.5% | +3.1% | -19.6% | -16.5% |
| 6M | 0.0% | -17.7% | +17.8% | +0.1% |
| YTD | +24.0% | -30.0% | +54.0% | +24.1% |
| 1Y | +7.0% | -54.1% | +61.1% | +7.2% |
| All | +38.7% | +162.1% | -123.5% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling