-24.7%
WULF vs RKT
-10.3%
-14.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -6.3% | +7.7% | +4.6% |
| 30D | -2.6% | -6.2% | +3.6% | +0.1% |
| 3M | -34.0% | -1.9% | -32.1% | -35.2% |
| 6M | +10.0% | -13.0% | +23.0% | +13.7% |
| YTD | +45.7% | -31.9% | +77.6% | +68.6% |
| 1Y | +57.3% | -37.6% | +94.9% | +88.8% |
| 3Y | +878.9% | +36.8% | +842.1% | +580.1% |
| All | -24.7% | -10.3% | -14.5% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling