-60.2%
RCAT vs WOLF
+32.2%
-92.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.6% | +16.8% | +1.8% | +13.8% |
| 7D | -12.7% | +8.2% | -21.0% | -14.4% |
| 30D | -34.3% | -24.2% | -10.1% | -29.5% |
| 3M | -53.4% | -13.8% | -39.6% | -52.7% |
| 6M | -62.0% | -44.8% | -17.2% | -58.7% |
| YTD | -49.1% | +36.6% | -85.7% | -59.5% |
| 1Y | -53.1% | +27.6% | -80.7% | -62.0% |
| All | -60.2% | +32.2% | -92.4% | -65.8% |
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 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