-35.9%
DKS vs WYNN
-26.4%
-9.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +3.0% | -3.9% | +6.9% | +3.7% |
| 30D | -30.5% | -9.3% | -21.3% | -29.4% |
| 3M | -35.7% | -11.4% | -24.3% | -34.4% |
| 6M | -29.7% | -11.0% | -18.7% | -28.4% |
| YTD | -28.9% | -23.4% | -5.5% | -26.6% |
| 1Y | -35.9% | -24.8% | -11.1% | -34.5% |
| All | -35.9% | -26.4% | -9.5% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling