+108.8%
NOK vs BMNR
+245.3%
-136.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.4% | +1.4% | +4.8% |
| 7D | +11.0% | +0.2% | +10.7% | +11.0% |
| 30D | +7.8% | +39.9% | -32.1% | +7.8% |
| 3M | -21.0% | +51.5% | -72.5% | -21.1% |
| 6M | +40.9% | +18.9% | +22.0% | +40.8% |
| YTD | +72.0% | -7.8% | +79.8% | +71.9% |
| 1Y | +140.9% | -47.6% | +188.5% | +140.7% |
| All | +108.8% | +245.3% | -136.5% | +107.4% |
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