+58.2%
NET vs BMNR
+244.5%
-186.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.9% |
| 7D | -7.0% | +4.9% | -11.9% | -7.0% |
| 30D | -4.8% | +35.5% | -40.3% | -4.9% |
| 3M | +3.8% | +39.6% | -35.7% | +3.6% |
| 6M | +50.0% | +18.2% | +31.8% | +49.9% |
| YTD | +41.5% | -8.0% | +49.5% | +41.4% |
| 1Y | +32.8% | -40.8% | +73.6% | +32.9% |
| All | +58.2% | +244.5% | -186.3% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling