-45.7%
RDDT vs WULF
-22.8%
-22.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.6% | +12.6% | +7.1% |
| 7D | -24.4% | -12.8% | -11.5% | -22.6% |
| 30D | -32.3% | -20.9% | -11.4% | -30.0% |
| 3M | -36.3% | -38.0% | +1.7% | -32.3% |
| 6M | -39.7% | -47.5% | +7.8% | -35.0% |
| YTD | -55.7% | +1.8% | -57.5% | -56.9% |
| 1Y | -45.7% | -22.1% | -23.7% | -44.3% |
| All | -45.7% | -22.8% | -22.9% | -44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling