+463.2%
WULF vs RKT
-8.7%
+471.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.8% | +10.0% | +8.6% |
| 7D | +21.9% | +6.0% | +15.9% | +20.1% |
| 30D | +4.6% | +0.7% | +3.9% | +4.2% |
| 3M | -30.9% | +11.8% | -42.8% | -33.7% |
| 6M | +29.9% | -7.6% | +37.5% | +30.7% |
| YTD | +55.4% | -28.7% | +84.1% | +66.6% |
| 1Y | +94.1% | -32.6% | +126.7% | +110.4% |
| 3Y | +892.2% | +42.1% | +850.1% | +790.4% |
| 5Y | -26.7% | -7.2% | -19.6% | -39.3% |
| All | +463.2% | -8.7% | +471.9% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling