+547.3%
RKLB vs WULF
+291.7%
+255.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.6% |
| 7D | 0.0% | +15.6% | -15.6% | -2.5% |
| 30D | -21.2% | +5.7% | -26.9% | -22.2% |
| 3M | -41.7% | -32.3% | -9.4% | -38.3% |
| 6M | -11.8% | +23.7% | -35.4% | -15.0% |
| YTD | -9.6% | +49.1% | -58.7% | -15.6% |
| 1Y | +34.1% | +66.3% | -32.2% | +22.6% |
| 3Y | +917.3% | +851.7% | +65.6% | +535.9% |
| 5Y | +204.4% | -30.9% | +235.3% | +101.3% |
| All | +547.3% | +291.7% | +255.6% | +293.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling