+18.1%
DOV vs WOLF
+60.4%
-42.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +2.5% | +9.8% | -7.2% | +2.1% |
| 30D | -7.5% | -12.1% | +4.6% | -7.1% |
| 3M | -9.7% | -47.9% | +38.2% | -8.4% |
| 6M | -6.1% | +74.3% | -80.4% | -10.0% |
| YTD | +0.5% | +65.9% | -65.4% | -3.6% |
| All | +18.1% | +60.4% | -42.4% | +13.9% |
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