-29.8%
DKS vs WYNN
-32.5%
+2.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.1% | +1.7% | +6.0% |
| 7D | +8.4% | +15.4% | -7.0% | +4.4% |
| 30D | +7.7% | +6.8% | +0.9% | +5.5% |
| 3M | -25.8% | -15.4% | -10.4% | -23.3% |
| 6M | -31.0% | -20.0% | -11.1% | -27.7% |
| YTD | -23.8% | -31.0% | +7.2% | -17.7% |
| 1Y | -29.8% | -31.5% | +1.7% | -24.2% |
| All | -29.8% | -32.5% | +2.6% | -24.2% |
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