-34.7%
ROL vs WOLF
-3.0%
-31.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.7% |
| 7D | +14.6% | -14.5% | +29.0% | +14.7% |
| 30D | +29.3% | -32.0% | +61.3% | +29.8% |
| 3M | +2.0% | -15.8% | +17.8% | +1.9% |
| 6M | -28.5% | -36.6% | +8.1% | -29.2% |
| YTD | -35.3% | +30.9% | -66.2% | -38.8% |
| 1Y | -34.7% | +4.1% | -38.8% | -38.4% |
| All | -34.7% | -3.0% | -31.7% | -38.4% |
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