+57.3%
WULF vs RKT
-38.3%
+95.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -6.3% | +7.7% | +4.3% |
| 30D | -2.6% | -6.2% | +3.6% | -0.2% |
| 3M | -34.0% | -1.9% | -32.1% | -35.4% |
| 6M | +10.0% | -13.0% | +23.0% | +13.5% |
| YTD | +45.7% | -31.9% | +77.6% | +69.2% |
| 1Y | +57.3% | -37.6% | +94.9% | +85.8% |
| All | +57.3% | -38.3% | +95.7% | +85.8% |
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