+398.8%
OSCR vs WYNN
-5.1%
+403.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +1.6% | -4.2% | +5.8% | +3.0% |
| 30D | +10.7% | -14.6% | +25.3% | +16.2% |
| 3M | +13.4% | -18.4% | +31.8% | +20.5% |
| 6M | +144.6% | -11.9% | +156.5% | +153.1% |
| YTD | +128.0% | -26.6% | +154.6% | +149.0% |
| 1Y | +68.7% | -28.5% | +97.2% | +83.3% |
| 3Y | +398.8% | -5.1% | +403.9% | +348.1% |
| All | +398.8% | -5.1% | +403.8% | +348.1% |
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