+49.5%
RKLB vs WULF
+83.4%
-34.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -0.2% | +7.6% | -7.8% | -3.4% |
| 30D | -14.1% | -8.6% | -5.5% | -11.8% |
| 3M | -46.4% | -37.0% | -9.5% | -36.5% |
| 6M | -10.6% | +7.4% | -18.1% | -16.1% |
| YTD | -7.9% | +43.7% | -51.6% | -23.2% |
| 1Y | +49.5% | +86.1% | -36.7% | +40.9% |
| All | +49.5% | +83.4% | -34.0% | +40.9% |
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