+3,536.4%
DLR vs WYNN
+190.2%
+3,346.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -1.3% | -3.4% | +2.1% | -0.5% |
| 30D | -2.9% | -15.4% | +12.6% | +0.7% |
| 3M | +3.2% | -15.8% | +19.0% | +7.0% |
| 6M | +3.9% | -13.5% | +17.4% | +6.8% |
| YTD | +21.4% | -26.0% | +47.4% | +28.8% |
| 1Y | +9.7% | -27.4% | +37.1% | +16.2% |
| 3Y | +56.5% | -3.7% | +60.3% | +51.9% |
| 5Y | +41.5% | -9.8% | +51.3% | +32.5% |
| 10Y | +171.3% | +1.1% | +170.2% | +98.6% |
| All | +3,536.4% | +190.2% | +3,346.2% | +1,244.7% |
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 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