+26.0%
OUST vs WOLF
+32.2%
-6.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +16.8% | -2.8% | +7.2% |
| 7D | +17.0% | +8.2% | +8.8% | +13.5% |
| 30D | -16.5% | -24.2% | +7.7% | -7.1% |
| 3M | -23.7% | -13.8% | -9.9% | -20.7% |
| 6M | +18.4% | -44.8% | +63.1% | +44.7% |
| YTD | +60.8% | +36.6% | +24.1% | +50.5% |
| 1Y | +44.2% | +27.6% | +16.6% | +36.8% |
| All | +26.0% | +32.2% | -6.2% | +28.4% |
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