+546.0%
RKLB vs WULF
+282.8%
+263.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.0% |
| 7D | -2.0% | +1.4% | -3.4% | -2.3% |
| 30D | -22.4% | -2.6% | -19.8% | -22.4% |
| 3M | -45.2% | -34.0% | -11.2% | -41.7% |
| 6M | -12.5% | +10.0% | -22.5% | -14.2% |
| YTD | -9.8% | +45.7% | -55.5% | -15.4% |
| 1Y | +30.0% | +57.3% | -27.3% | +19.8% |
| 3Y | +942.2% | +878.9% | +63.3% | +550.0% |
| 5Y | +236.8% | -28.3% | +265.1% | +122.4% |
| All | +546.0% | +282.8% | +263.3% | +294.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling