+878.9%
WULF vs RRX
+5.4%
+873.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +1.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.8% |
| 30D | -2.6% | -6.1% | +3.5% | +2.3% |
| 3M | -34.0% | -23.1% | -10.9% | -21.4% |
| 6M | +10.0% | -19.5% | +29.5% | +27.8% |
| YTD | +45.7% | +16.1% | +29.6% | +27.3% |
| 1Y | +57.3% | +12.9% | +44.4% | +37.7% |
| 3Y | +878.9% | +7.9% | +871.0% | +1,003.0% |
| All | +878.9% | +5.4% | +873.6% | +1,003.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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