-15.2%
DPZ vs WOLF
+33.9%
-49.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.6% | -7.3% | -1.4% |
| 7D | -2.5% | +9.7% | -12.2% | -2.1% |
| 30D | -7.0% | +12.5% | -19.5% | -6.2% |
| 3M | +11.6% | -57.7% | +69.3% | +11.2% |
| 6M | -15.2% | +37.7% | -52.9% | -20.2% |
| All | -15.2% | +33.9% | -49.1% | -20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling