+23.2%
DRI vs WOLF
+45.7%
-22.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +4.2% | +17.0% | -12.8% | +4.3% |
| 30D | +15.7% | -14.3% | +30.0% | +15.7% |
| 3M | +5.8% | -10.5% | +16.2% | +5.9% |
| 6M | +18.4% | -43.7% | +62.1% | +18.2% |
| YTD | +28.2% | +50.7% | -22.5% | +24.5% |
| 1Y | +35.9% | +46.7% | -10.8% | +31.6% |
| All | +23.2% | +45.7% | -22.5% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling