+9.6%
RL vs WOLF
+51.6%
-42.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.2% | -2.9% |
| 7D | -0.3% | +2.4% | -2.6% | -0.4% |
| 30D | -17.5% | -6.9% | -10.6% | -17.3% |
| 3M | -14.0% | -44.1% | +30.1% | -11.1% |
| 6M | -2.0% | +53.6% | -55.6% | -8.8% |
| YTD | -4.6% | +56.7% | -61.3% | -11.8% |
| All | +9.6% | +51.6% | -42.0% | +2.1% |
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