-37.5%
DKS vs WOLF
+44.0%
-81.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +1.2% |
| 7D | -3.0% | -8.6% | +5.6% | -2.5% |
| 30D | -33.4% | -18.3% | -15.1% | -32.7% |
| 3M | -39.4% | -43.1% | +3.7% | -37.7% |
| 6M | -30.1% | +42.4% | -72.5% | -34.6% |
| YTD | -31.0% | +48.9% | -79.8% | -36.1% |
| All | -37.5% | +44.0% | -81.5% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling