+82.7%
WULF vs RVTY
+145.6%
-63.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.3% |
| 7D | +1.4% | -4.5% | +5.9% | +3.8% |
| 30D | -2.6% | +5.5% | -8.1% | -5.1% |
| 3M | -34.0% | +22.5% | -56.5% | -41.2% |
| 6M | +10.0% | +38.9% | -28.9% | -8.1% |
| YTD | +45.7% | +28.7% | +16.9% | +25.8% |
| 1Y | +57.3% | +45.5% | +11.8% | +27.0% |
| 3Y | +878.9% | +16.4% | +862.6% | +779.5% |
| 5Y | -28.3% | -32.7% | +4.4% | -24.4% |
| All | +82.7% | +145.6% | -63.0% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling