+104.6%
DOCN vs WOLF
+32.2%
+72.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +16.8% | -14.3% | -1.3% |
| 7D | -19.2% | +8.2% | -27.4% | -20.6% |
| 30D | -43.1% | -24.2% | -18.9% | -39.7% |
| 3M | -40.7% | -13.8% | -26.9% | -39.2% |
| 6M | -55.0% | -44.8% | -10.2% | -51.9% |
| YTD | +50.6% | +36.6% | +14.0% | +43.1% |
| 1Y | +54.0% | +27.6% | +26.4% | +46.9% |
| All | +104.6% | +32.2% | +72.5% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling