+23.9%
ROK vs WOLF
+39.8%
-15.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.7% | +6.6% | -0.5% |
| 7D | -1.6% | -6.2% | +4.6% | -1.1% |
| 30D | -5.4% | -16.5% | +11.0% | -4.3% |
| 3M | -4.0% | -42.0% | +38.1% | -0.4% |
| 6M | +13.3% | +51.8% | -38.5% | +4.9% |
| YTD | +9.3% | +44.6% | -35.2% | +1.4% |
| All | +23.9% | +39.8% | -15.9% | +15.5% |
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