-46.2%
RBLX vs WYNN
-11.0%
-35.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.7% |
| 7D | +5.1% | -4.2% | +9.3% | +7.1% |
| 30D | +28.0% | -14.6% | +42.6% | +37.1% |
| 3M | +4.6% | -18.4% | +23.0% | +14.3% |
| 6M | -24.7% | -11.9% | -12.7% | -20.9% |
| YTD | -43.8% | -26.6% | -17.3% | -36.1% |
| 1Y | -65.8% | -28.5% | -37.2% | -61.0% |
| 3Y | +59.4% | -5.1% | +64.5% | +48.6% |
| All | -46.2% | -11.0% | -35.3% | -56.6% |
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