+116.4%
DOCN vs WOLF
-3.0%
+119.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.7% | -8.8% | -7.6% |
| 7D | -20.0% | -14.5% | -5.6% | -17.0% |
| 30D | -38.8% | -32.0% | -6.7% | -33.1% |
| 3M | -34.8% | -15.8% | -19.0% | -32.6% |
| 6M | -22.8% | -36.6% | +13.8% | -18.7% |
| YTD | +74.6% | +30.9% | +43.7% | +64.3% |
| 1Y | +116.4% | +4.1% | +112.4% | +97.6% |
| All | +116.4% | -3.0% | +119.5% | +97.6% |
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