+4,598.4%
DKS vs WYNN
+1,166.9%
+3,431.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | -3.0% | -4.2% | +1.2% | -1.8% |
| 30D | -33.4% | -14.6% | -18.8% | -30.2% |
| 3M | -39.4% | -18.4% | -21.0% | -35.8% |
| 6M | -30.1% | -11.9% | -18.2% | -27.8% |
| YTD | -31.0% | -26.6% | -4.4% | -25.0% |
| 1Y | -40.2% | -28.5% | -11.6% | -35.0% |
| 3Y | +30.9% | -5.1% | +36.1% | +28.4% |
| 5Y | +14.0% | -10.5% | +24.5% | +8.7% |
| 10Y | +202.1% | +0.3% | +201.8% | +137.7% |
| All | +4,598.4% | +1,166.9% | +3,431.6% | +1,528.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling