-40.1%
ROL vs WOLF
+51.6%
-91.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | -1.2% |
| 7D | -3.3% | +2.4% | -5.6% | -3.3% |
| 30D | -7.2% | -6.9% | -0.3% | -7.2% |
| 3M | -27.0% | -44.1% | +17.1% | -27.2% |
| 6M | -39.5% | +53.6% | -93.1% | -39.5% |
| YTD | -41.8% | +56.7% | -98.5% | -41.6% |
| All | -40.1% | +51.6% | -91.7% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling