+1,762.4%
WULF vs RIO
+4,208.6%
-2,446.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +15.6% | +1.0% | +14.6% | +15.4% |
| 30D | +5.7% | +4.0% | +1.7% | +5.2% |
| 3M | -32.3% | +4.5% | -36.8% | -32.7% |
| 6M | +23.7% | +17.3% | +6.3% | +21.4% |
| YTD | +49.1% | +36.2% | +12.9% | +44.2% |
| 1Y | +66.3% | +76.1% | -9.8% | +55.9% |
| 3Y | +851.7% | +102.5% | +749.1% | +783.1% |
| 5Y | -30.9% | +103.5% | -134.5% | -35.5% |
| 10Y | +86.9% | +619.2% | -532.3% | +63.6% |
| All | +1,762.4% | +4,208.6% | -2,446.2% | +1,625.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling