+1.7%
RL vs WOLF
-26.8%
+28.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.8% | -18.2% | -2.5% |
| 7D | -4.2% | +8.2% | -12.4% | -4.7% |
| 30D | +4.3% | -24.2% | +28.4% | +5.8% |
| 3M | -4.6% | -13.8% | +9.2% | -4.9% |
| 6M | +1.7% | -44.8% | +46.5% | +0.6% |
| All | +1.7% | -26.8% | +28.5% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling