-31.9%
RKT vs WOLF
+47.3%
-79.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.2% | -0.8% | -4.7% |
| 7D | -7.5% | +30.2% | -37.7% | -9.6% |
| 30D | +26.6% | -7.2% | +33.8% | +26.8% |
| 3M | -2.4% | -16.4% | +14.0% | -1.8% |
| 6M | -7.4% | -50.7% | +43.3% | -3.6% |
| YTD | -29.2% | +52.3% | -81.5% | -34.9% |
| 1Y | -23.5% | +35.6% | -59.1% | -29.9% |
| All | -31.9% | +47.3% | -79.2% | -36.9% |
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