+125.7%
RNG vs WOLF
+39.8%
+85.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.7% | +6.9% | -1.3% |
| 7D | -9.6% | -6.2% | -3.4% | -9.9% |
| 30D | +8.8% | -16.5% | +25.3% | +7.9% |
| 3M | +78.6% | -42.0% | +120.7% | +77.4% |
| 6M | +70.3% | +51.8% | +18.5% | +67.1% |
| YTD | +140.3% | +44.6% | +95.8% | +134.1% |
| All | +125.7% | +39.8% | +85.9% | +122.3% |
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 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