-38.3%
DKS vs WOLF
+51.6%
-89.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.3% | +1.1% |
| 7D | -2.9% | +2.4% | -5.3% | -3.1% |
| 30D | -37.7% | -6.9% | -30.8% | -37.6% |
| 3M | -38.9% | -44.1% | +5.2% | -37.1% |
| 6M | -31.1% | +53.6% | -84.7% | -35.9% |
| YTD | -31.8% | +56.7% | -88.5% | -37.1% |
| All | -38.3% | +51.6% | -89.8% | -42.4% |
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