-98.8%
DFNS vs WOLF
+60.4%
-159.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | +0.8% | +9.8% | -9.0% | -1.6% |
| 30D | -73.2% | -12.1% | -61.1% | -72.3% |
| 3M | -72.4% | -47.9% | -24.6% | -69.4% |
| 6M | -95.2% | +74.3% | -169.5% | -96.1% |
| YTD | -98.0% | +65.9% | -163.9% | -98.4% |
| All | -98.8% | +60.4% | -159.2% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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