+32.2%
DKS vs WYNN
-5.1%
+37.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | -2.0% | -4.2% | +2.2% | -0.7% |
| 30D | -32.7% | -14.6% | -18.1% | -29.1% |
| 3M | -38.8% | -18.4% | -20.4% | -34.6% |
| 6M | -29.4% | -11.9% | -17.5% | -26.8% |
| YTD | -30.3% | -26.6% | -3.7% | -23.2% |
| 1Y | -39.6% | -28.5% | -11.1% | -33.5% |
| 3Y | +32.2% | -5.1% | +37.3% | +19.4% |
| All | +32.2% | -5.1% | +37.2% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling