+155.5%
OVV vs WYNN
-12.8%
+168.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | -2.9% | -3.4% | +0.5% | -1.8% |
| 30D | +0.9% | -15.4% | +16.3% | +6.4% |
| 3M | +11.0% | -15.8% | +26.8% | +16.8% |
| 6M | +22.3% | -13.5% | +35.8% | +26.3% |
| YTD | +65.1% | -26.0% | +91.1% | +79.8% |
| 1Y | +53.1% | -27.4% | +80.5% | +65.8% |
| 3Y | +46.7% | -3.7% | +50.4% | +37.5% |
| 5Y | +155.5% | -9.8% | +165.3% | +131.5% |
| All | +155.5% | -12.8% | +168.3% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling