+343.0%
DRI vs WYNN
+1.1%
+341.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.4% |
| 7D | -3.2% | -4.2% | +1.0% | -1.7% |
| 30D | -7.8% | -14.6% | +6.8% | -2.5% |
| 3M | +0.4% | -18.4% | +18.8% | +7.8% |
| 6M | +4.8% | -11.9% | +16.7% | +9.2% |
| YTD | +16.7% | -26.6% | +43.3% | +29.1% |
| 1Y | +1.5% | -28.5% | +30.0% | +12.1% |
| 3Y | +56.3% | -5.1% | +61.4% | +48.2% |
| 5Y | +66.4% | -10.5% | +76.9% | +50.1% |
| All | +343.0% | +1.1% | +341.9% | +231.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling