+82.7%
WULF vs RIOT
+527.0%
-444.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.0% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | -2.6% | +5.7% | -8.3% | -3.9% |
| 3M | -34.0% | -17.9% | -16.1% | -29.8% |
| 6M | +10.0% | +45.0% | -35.0% | +0.8% |
| YTD | +45.7% | +69.5% | -23.8% | +28.9% |
| 1Y | +57.3% | +37.2% | +20.1% | +46.8% |
| 3Y | +878.9% | +111.7% | +767.2% | +830.8% |
| 5Y | -28.3% | -27.5% | -0.8% | -29.2% |
| All | +82.7% | +527.0% | -444.3% | +73.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling