+185.0%
OVV vs WYNN
+1,232.2%
-1,047.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.3% |
| 7D | -3.7% | +1.8% | -5.5% | -4.3% |
| 30D | +8.0% | -9.8% | +17.8% | +11.6% |
| 3M | +11.3% | -11.8% | +23.1% | +15.4% |
| 6M | +24.0% | -8.8% | +32.8% | +25.9% |
| YTD | +65.3% | -22.8% | +88.1% | +77.2% |
| 1Y | +60.2% | -24.1% | +84.3% | +70.8% |
| 3Y | +46.9% | +0.4% | +46.5% | +39.2% |
| 5Y | +158.7% | -8.7% | +167.4% | +141.0% |
| 10Y | +50.8% | +8.3% | +42.5% | +35.0% |
| All | +185.0% | +1,232.2% | -1,047.2% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling