+30.8%
RCL vs WOLF
+40.4%
-9.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | +8.5% | +17.0% | -8.5% | +7.1% |
| 30D | +20.4% | -14.3% | +34.7% | +21.2% |
| 3M | +11.0% | -10.5% | +21.5% | +11.0% |
| 6M | +24.9% | -43.7% | +68.6% | +27.9% |
| YTD | +23.9% | +50.7% | -26.8% | +17.1% |
| 1Y | +30.8% | +46.7% | -15.9% | +19.5% |
| All | +30.8% | +40.4% | -9.6% | +19.5% |
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 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