-21.4%
DPZ vs WOLF
+32.2%
-53.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +16.8% | -19.0% | -1.4% |
| 7D | +6.6% | +8.2% | -1.7% | +7.1% |
| 30D | +10.3% | -24.2% | +34.5% | +9.4% |
| 3M | -6.2% | -13.8% | +7.6% | -6.0% |
| 6M | +4.2% | -44.8% | +49.0% | +3.4% |
| YTD | -18.4% | +36.6% | -55.0% | -18.5% |
| 1Y | -14.9% | +27.6% | -42.5% | -15.1% |
| All | -21.4% | +32.2% | -53.6% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling