+878.9%
WULF vs RIO
+88.2%
+790.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.1% |
| 7D | +1.4% | -3.2% | +4.6% | +4.9% |
| 30D | -2.6% | +0.9% | -3.5% | -3.4% |
| 3M | -34.0% | -1.4% | -32.5% | -33.5% |
| 6M | +10.0% | +10.9% | -1.0% | -1.2% |
| YTD | +45.7% | +31.2% | +14.5% | +13.9% |
| 1Y | +57.3% | +67.9% | -10.6% | -2.5% |
| 3Y | +878.9% | +88.8% | +790.2% | +401.6% |
| All | +878.9% | +88.2% | +790.8% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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