+4.0%
RBRK vs WOLF
+44.0%
-40.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.0% | -5.5% | -2.7% |
| 7D | -7.5% | -8.6% | +1.1% | -7.0% |
| 30D | -10.4% | -18.3% | +7.8% | -9.6% |
| 3M | +21.3% | -43.1% | +64.4% | +23.2% |
| 6M | +50.6% | +42.4% | +8.2% | +36.9% |
| YTD | +13.3% | +48.9% | -35.6% | +2.1% |
| All | +4.0% | +44.0% | -40.0% | -6.5% |
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