+51.2%
NET vs BMNR
+199.8%
-148.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -2.6% |
| 7D | -16.4% | -1.5% | -14.9% | -16.4% |
| 30D | -25.8% | -18.9% | -7.0% | -25.8% |
| 3M | -11.5% | +20.1% | -31.6% | -11.6% |
| 6M | +18.9% | -4.7% | +23.6% | +18.9% |
| YTD | +35.2% | -20.0% | +55.2% | +35.2% |
| 1Y | +14.5% | -44.9% | +59.4% | +14.6% |
| All | +51.2% | +199.8% | -148.6% | +50.3% |
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