-33.3%
RKT vs WOLF
+51.6%
-84.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.8% | -2.3% |
| 7D | -1.0% | +2.4% | -3.3% | -1.2% |
| 30D | -2.4% | -6.9% | +4.5% | -2.0% |
| 3M | +1.9% | -44.1% | +46.0% | +6.5% |
| 6M | -13.9% | +53.6% | -67.5% | -20.3% |
| YTD | -30.6% | +56.7% | -87.3% | -35.9% |
| All | -33.3% | +51.6% | -84.9% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling