+25.0%
ROK vs WOLF
-3.0%
+28.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.7% |
| 7D | 0.0% | -14.5% | +14.5% | +1.4% |
| 30D | -2.5% | -32.0% | +29.5% | +0.7% |
| 3M | 0.0% | -15.8% | +15.8% | +0.5% |
| 6M | +11.6% | -36.6% | +48.2% | +12.6% |
| YTD | +15.2% | +30.9% | -15.7% | +4.4% |
| 1Y | +25.0% | +4.1% | +20.9% | +13.6% |
| All | +25.0% | -3.0% | +28.0% | +13.6% |
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 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