+10.9%
DLR vs WOLF
+47.3%
-36.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.5% |
| 7D | +5.0% | +30.2% | -25.2% | +3.5% |
| 30D | +3.0% | -7.2% | +10.2% | +3.0% |
| 3M | -6.3% | -16.4% | +10.1% | -6.2% |
| 6M | -4.8% | -50.7% | +45.9% | -3.4% |
| YTD | +21.0% | +52.3% | -31.3% | +15.7% |
| 1Y | +15.1% | +35.6% | -20.5% | +10.4% |
| All | +10.9% | +47.3% | -36.3% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling