-34.8%
RDDT vs WOLF
+44.0%
-78.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.1% |
| 7D | +2.1% | -8.6% | +10.7% | +3.5% |
| 30D | +2.8% | -18.3% | +21.1% | +5.6% |
| 3M | -8.9% | -43.1% | +34.1% | -2.7% |
| 6M | +15.1% | +42.4% | -27.4% | -4.2% |
| YTD | -31.4% | +48.9% | -80.2% | -43.8% |
| All | -34.8% | +44.0% | -78.8% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling