+219.1%
RCL vs WYNN
-11.0%
+230.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.9% |
| 7D | -1.9% | -4.2% | +2.3% | +0.4% |
| 30D | -15.5% | -14.6% | -0.9% | -7.8% |
| 3M | -9.7% | -18.4% | +8.7% | +0.7% |
| 6M | -8.7% | -11.9% | +3.2% | -2.2% |
| YTD | -5.8% | -26.6% | +20.8% | +10.7% |
| 1Y | -24.5% | -28.5% | +4.1% | -10.9% |
| 3Y | +173.9% | -5.1% | +179.0% | +158.6% |
| All | +219.1% | -11.0% | +230.1% | +169.6% |
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