+901.8%
WULF vs RCL
+171.9%
+729.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -2.7% |
| 7D | +15.6% | -2.2% | +17.8% | +17.6% |
| 30D | +5.7% | -15.7% | +21.4% | +19.8% |
| 3M | -32.3% | -8.0% | -24.3% | -29.0% |
| 6M | +23.7% | -10.1% | +33.8% | +31.7% |
| YTD | +49.1% | -5.9% | +55.0% | +46.1% |
| 1Y | +66.3% | -23.5% | +89.8% | +91.8% |
| All | +901.8% | +171.9% | +729.9% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 3y: compounded portfolio wealth divided by compounded RCL 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…
3y analysis · Full analysis span regression · 6 months rolling