+51.3%
OVV vs WYNN
-5.1%
+56.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.7% | -4.2% | +2.5% | -0.6% |
| 30D | +0.8% | -14.6% | +15.4% | +4.9% |
| 3M | +13.3% | -18.4% | +31.7% | +19.2% |
| 6M | +16.9% | -11.9% | +28.8% | +19.2% |
| YTD | +64.3% | -26.6% | +90.9% | +77.8% |
| 1Y | +54.2% | -28.5% | +82.7% | +66.3% |
| 3Y | +51.3% | -5.1% | +56.5% | +37.7% |
| All | +51.3% | -5.1% | +56.4% | +37.7% |
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