-55.7%
RCAT vs WOLF
+45.1%
-100.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +9.8% | +1.6% | +8.5% |
| 7D | +1.1% | +25.3% | -24.2% | -4.7% |
| 30D | -22.0% | -14.7% | -7.3% | -19.0% |
| 3M | -51.1% | -20.5% | -30.6% | -49.3% |
| 6M | -56.6% | -43.9% | -12.7% | -53.2% |
| YTD | -43.3% | +50.0% | -93.3% | -56.0% |
| 1Y | -51.5% | +45.5% | -97.0% | -62.1% |
| All | -55.7% | +45.1% | -100.8% | -62.8% |
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 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