-19.7%
DPZ vs WOLF
+13.1%
-32.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -10.7% | +10.9% | -0.2% |
| 7D | +9.5% | -18.4% | +27.9% | +8.6% |
| 30D | +12.8% | -36.0% | +48.8% | +11.0% |
| 3M | -6.2% | -19.2% | +12.9% | -6.5% |
| 6M | +4.3% | -44.4% | +48.7% | +2.7% |
| YTD | -16.6% | +16.9% | -33.5% | -17.3% |
| 1Y | -12.8% | +0.5% | -13.4% | -13.8% |
| All | -19.7% | +13.1% | -32.8% | -20.4% |
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 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