-18.0%
DPZ vs WOLF
+53.6%
-71.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -6.0% | -0.2% |
| 7D | -3.5% | +21.5% | -25.0% | -2.5% |
| 30D | +5.7% | -1.2% | +6.9% | +6.1% |
| 3M | -7.5% | -8.2% | +0.7% | -7.1% |
| 6M | +6.2% | -45.0% | +51.2% | +6.0% |
| YTD | -19.8% | +59.0% | -78.8% | -20.7% |
| 1Y | -18.0% | +59.1% | -77.0% | -19.4% |
| All | -18.0% | +53.6% | -71.6% | -19.4% |
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 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