+25.3%
ROK vs WOLF
+51.6%
-26.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.3% |
| 7D | +0.2% | +2.4% | -2.2% | 0.0% |
| 30D | -1.8% | -6.9% | +5.1% | -1.4% |
| 3M | -7.2% | -44.1% | +36.9% | -3.4% |
| 6M | +14.2% | +53.6% | -39.4% | +5.7% |
| YTD | +10.6% | +56.7% | -46.1% | +1.9% |
| All | +25.3% | +51.6% | -26.2% | +16.1% |
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