+23.3%
RL vs WOLF
+32.2%
-8.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.8% | -18.2% | -2.6% |
| 7D | -4.2% | +8.2% | -12.4% | -4.8% |
| 30D | +4.3% | -24.2% | +28.4% | +6.0% |
| 3M | -4.6% | -13.8% | +9.2% | -4.7% |
| 6M | +1.7% | -44.8% | +46.5% | +3.8% |
| YTD | +7.3% | +36.6% | -29.3% | -0.4% |
| 1Y | +20.8% | +27.6% | -6.8% | +11.9% |
| All | +23.3% | +32.2% | -8.9% | +15.3% |
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 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