+843.9%
WULF vs RKT
+35.1%
+808.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.0% |
| 7D | -0.6% | -7.2% | +6.7% | +2.9% |
| 30D | -3.6% | -7.9% | +4.2% | -0.3% |
| 3M | -30.4% | +5.2% | -35.6% | -33.8% |
| 6M | +12.5% | -14.9% | +27.4% | +17.3% |
| YTD | +40.5% | -31.9% | +72.3% | +61.6% |
| 1Y | +53.0% | -36.9% | +89.9% | +81.2% |
| All | +843.9% | +35.1% | +808.8% | +583.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling