+572.3%
WULF vs RBRK
+124.5%
+447.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.3% | +4.5% |
| 7D | +1.4% | -7.5% | +8.9% | +3.7% |
| 30D | -2.6% | -10.4% | +7.8% | -0.2% |
| 3M | -34.0% | +21.3% | -55.2% | -39.8% |
| 6M | +10.0% | +50.6% | -40.7% | -9.9% |
| YTD | +45.7% | +13.3% | +32.4% | +31.4% |
| 1Y | +57.3% | +11.2% | +46.1% | +40.6% |
| All | +572.3% | +124.5% | +447.8% | +297.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling