-3.1%
ROP vs WOLF
+37.9%
-41.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.8% | +0.1% |
| 7D | +0.7% | +4.4% | -3.7% | +1.0% |
| 30D | +28.8% | +1.0% | +27.8% | +29.5% |
| 3M | +21.1% | -21.2% | +42.3% | +20.7% |
| 6M | +52.5% | -60.3% | +112.9% | +51.5% |
| YTD | +8.9% | +42.6% | -33.7% | +8.0% |
| 1Y | +8.2% | +36.5% | -28.3% | +7.3% |
| All | -3.1% | +37.9% | -41.0% | -4.3% |
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