+14.0%
DOC vs WOLF
+26.6%
-12.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.5% | +3.1% |
| 7D | +8.7% | -14.5% | +23.2% | +9.0% |
| 30D | +7.6% | -32.0% | +39.7% | +8.5% |
| 3M | -5.3% | -15.8% | +10.5% | -5.2% |
| 6M | +27.6% | -36.6% | +64.2% | +26.4% |
| YTD | +32.4% | +30.9% | +1.5% | +28.5% |
| 1Y | +22.9% | +4.1% | +18.8% | +19.0% |
| All | +14.0% | +26.6% | -12.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling