-11.9%
DRAM vs WULF
-21.1%
+9.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +6.4% | +4.0% | +6.8% |
| 7D | -0.6% | +14.2% | -14.8% | -6.9% |
| 30D | -18.0% | -0.1% | -18.0% | -18.6% |
| 3M | -11.9% | -20.2% | +8.4% | -4.1% |
| All | -11.9% | -21.1% | +9.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 3mo: compounded portfolio wealth divided by compounded WULF 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…
3mo analysis · Full analysis span regression · Available span rolling