+23.8%
DRI vs WOLF
+45.1%
-21.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.8% | -8.3% | +1.6% |
| 7D | +3.1% | +25.3% | -22.2% | +3.3% |
| 30D | +16.2% | -14.7% | +30.9% | +16.3% |
| 3M | +8.4% | -20.5% | +28.9% | +8.4% |
| 6M | +19.0% | -43.9% | +62.9% | +18.7% |
| YTD | +28.8% | +50.0% | -21.2% | +25.1% |
| 1Y | +33.1% | +45.5% | -12.4% | +28.9% |
| All | +23.8% | +45.1% | -21.3% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling