-52.6%
RBLX vs WOLF
-3.0%
-49.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +8.4% |
| 7D | -7.5% | -14.5% | +7.0% | -6.3% |
| 30D | +10.6% | -32.0% | +42.6% | +13.2% |
| 3M | +33.3% | -15.8% | +49.1% | +34.0% |
| 6M | +3.7% | -36.6% | +40.2% | +4.5% |
| YTD | -39.1% | +30.9% | -70.0% | -46.6% |
| 1Y | -52.6% | +4.1% | -56.7% | -57.3% |
| All | -52.6% | -3.0% | -49.6% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling