-24.7%
WULF vs RIOT
-26.7%
+2.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +1.9% |
| 7D | +1.4% | -1.5% | +2.9% | +2.8% |
| 30D | -2.6% | +5.7% | -8.3% | -6.8% |
| 3M | -34.0% | -17.9% | -16.1% | -24.8% |
| 6M | +10.0% | +45.0% | -35.0% | -19.3% |
| YTD | +45.7% | +69.5% | -23.8% | -6.6% |
| 1Y | +57.3% | +37.2% | +20.1% | +12.7% |
| 3Y | +878.9% | +111.7% | +767.2% | +499.8% |
| All | -24.7% | -26.7% | +2.0% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling