+58.4%
RIO vs WOLF
+39.8%
+18.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -7.7% | +3.5% | -3.6% |
| 7D | -3.4% | -6.2% | +2.9% | -2.9% |
| 30D | +0.6% | -16.5% | +17.1% | +1.8% |
| 3M | +2.5% | -42.0% | +44.6% | +5.6% |
| 6M | +10.8% | +51.8% | -41.0% | +3.7% |
| YTD | +30.5% | +44.6% | -14.1% | +22.0% |
| All | +58.4% | +39.8% | +18.6% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling