+1,716.9%
RCL vs WYNN
+1,177.3%
+539.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | -2.5% | -3.4% | +1.0% | -0.7% |
| 30D | -15.7% | -15.4% | -0.3% | -8.2% |
| 3M | -3.6% | -15.8% | +12.2% | +4.9% |
| 6M | -8.7% | -13.5% | +4.8% | -1.8% |
| YTD | -6.2% | -26.0% | +19.8% | +8.5% |
| 1Y | -22.9% | -27.4% | +4.5% | -10.8% |
| 3Y | +173.6% | -3.7% | +177.3% | +162.4% |
| 5Y | +226.6% | -9.8% | +236.3% | +213.5% |
| 10Y | +341.2% | +1.1% | +340.2% | +293.2% |
| All | +1,716.9% | +1,177.3% | +539.6% | +522.7% |
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 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