+57.9%
DLR vs WYNN
-5.1%
+62.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +0.1% | -4.2% | +4.3% | +0.7% |
| 30D | -4.3% | -14.6% | +10.3% | -2.1% |
| 3M | +3.8% | -18.4% | +22.2% | +6.9% |
| 6M | +5.8% | -11.9% | +17.8% | +7.6% |
| YTD | +23.5% | -26.6% | +50.1% | +28.7% |
| 1Y | +11.1% | -28.5% | +39.6% | +15.6% |
| 3Y | +57.9% | -5.1% | +63.0% | +50.7% |
| All | +57.9% | -5.1% | +62.9% | +50.7% |
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