+25.2%
WOLF vs RVTY
+87.5%
-62.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.8% |
| 7D | +21.5% | -0.7% | +22.2% | +22.4% |
| 30D | -1.2% | +1.7% | -3.0% | -1.1% |
| 3M | -8.2% | +36.8% | -45.0% | -22.0% |
| 6M | -45.0% | +60.1% | -105.1% | -58.6% |
| YTD | +59.0% | +64.0% | -5.0% | +11.6% |
| 1Y | +59.1% | +68.2% | -9.1% | +6.6% |
| All | +25.2% | +87.5% | -62.3% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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