-23.8%
WULF vs RBRK
+64.4%
-88.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.8% | -6.9% |
| 7D | -12.8% | -12.5% | -0.3% | -11.3% |
| 30D | -20.9% | -3.0% | -17.9% | -20.4% |
| 3M | -38.0% | +46.9% | -84.9% | -39.8% |
| 6M | -47.5% | +105.4% | -152.9% | -52.6% |
| YTD | +1.8% | +55.6% | -53.8% | -10.0% |
| All | -23.8% | +64.4% | -88.2% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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