+94.8%
OSCR vs WYNN
-34.2%
+129.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.7% | -2.0% | -4.5% |
| 7D | +7.8% | +6.9% | +0.9% | +5.9% |
| 30D | +2.6% | +3.5% | -0.9% | +1.7% |
| 3M | +10.2% | -21.4% | +31.6% | +16.6% |
| 6M | +84.9% | -25.0% | +109.9% | +99.3% |
| YTD | +130.9% | -33.6% | +164.5% | +155.5% |
| 1Y | +94.8% | -36.0% | +130.9% | +119.3% |
| All | +94.8% | -34.2% | +129.0% | +119.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling