+843.9%
WULF vs RIOT
+94.0%
+749.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.1% | -0.7% | -1.2% |
| 7D | -0.6% | -0.9% | +0.3% | +0.4% |
| 30D | -3.6% | +3.5% | -7.1% | -7.3% |
| 3M | -30.4% | -13.0% | -17.4% | -23.7% |
| 6M | +12.5% | +43.1% | -30.6% | -24.4% |
| YTD | +40.5% | +65.4% | -24.9% | -20.9% |
| 1Y | +53.0% | +27.7% | +25.2% | +0.6% |
| All | +843.9% | +94.0% | +749.9% | +305.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling