-22.1%
WULF vs RIOT
-21.9%
-0.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +9.6% | -16.3% | -14.2% |
| 7D | -12.8% | +6.4% | -19.2% | -18.0% |
| 30D | -20.9% | -20.4% | -0.4% | -6.3% |
| 3M | -38.0% | -28.7% | -9.3% | -20.6% |
| 6M | -47.5% | -17.7% | -29.8% | -41.5% |
| YTD | +1.8% | +21.3% | -19.5% | -24.9% |
| 1Y | -22.1% | -20.3% | -1.8% | -11.6% |
| All | -22.1% | -21.9% | -0.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 RIOT 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