+2,490.2%
NVDL vs WYNN
+3.6%
+2,486.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -10.3% | -4.2% | -6.1% | -8.0% |
| 30D | -7.1% | -14.6% | +7.5% | +1.4% |
| 3M | +6.6% | -18.4% | +25.0% | +19.2% |
| 6M | +21.1% | -11.9% | +33.0% | +28.8% |
| YTD | +15.2% | -26.6% | +41.8% | +35.6% |
| 1Y | +18.8% | -28.5% | +47.3% | +39.6% |
| 3Y | +649.9% | -5.1% | +655.0% | +556.4% |
| All | +2,490.2% | +3.6% | +2,486.6% | +2,163.0% |
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