+629.2%
OUST vs WYNN
-2.3%
+631.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -2.1% |
| 7D | +4.0% | -1.4% | +5.5% | +4.9% |
| 30D | -14.0% | -11.8% | -2.2% | -7.7% |
| 3M | -5.9% | -15.8% | +9.9% | +3.0% |
| 6M | +76.4% | -10.7% | +87.1% | +84.8% |
| YTD | +67.5% | -24.5% | +91.9% | +94.0% |
| 1Y | +27.1% | -25.0% | +52.1% | +46.7% |
| All | +629.2% | -2.3% | +631.5% | +564.2% |
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