-22.1%
WULF vs RKT
-9.4%
-12.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +8.7% | -15.3% | -9.6% |
| 7D | -12.8% | +29.7% | -42.5% | -21.8% |
| 30D | -20.9% | +28.5% | -49.4% | -29.1% |
| 3M | -38.0% | +6.4% | -44.4% | -40.0% |
| 6M | -47.5% | +7.1% | -54.6% | -51.0% |
| YTD | +1.8% | -22.5% | +24.3% | +10.2% |
| 1Y | -22.1% | -10.4% | -11.6% | -24.2% |
| All | -22.1% | -9.4% | -12.6% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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