+475.0%
DINO vs WYNN
+1.1%
+473.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.3% | -4.2% | +6.5% | +3.8% |
| 30D | +22.6% | -14.6% | +37.3% | +29.1% |
| 3M | +55.2% | -18.4% | +73.6% | +65.3% |
| 6M | +93.8% | -11.9% | +105.7% | +99.2% |
| YTD | +139.5% | -26.6% | +166.1% | +160.8% |
| 1Y | +115.3% | -28.5% | +143.8% | +134.8% |
| 3Y | +98.8% | -5.1% | +103.9% | +90.8% |
| 5Y | +333.5% | -10.5% | +344.0% | +296.6% |
| All | +475.0% | +1.1% | +473.8% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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