+54.2%
RGTI vs WYNN
-27.1%
+81.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +0.5% | -4.2% | +4.7% | +2.4% |
| 30D | -17.1% | -14.6% | -2.5% | -11.1% |
| 3M | -26.0% | -18.4% | -7.6% | -19.1% |
| 6M | -9.9% | -11.9% | +2.1% | -4.7% |
| YTD | -31.1% | -26.6% | -4.5% | -21.2% |
| 1Y | -8.5% | -28.5% | +20.0% | +4.1% |
| 3Y | +652.2% | -5.1% | +657.3% | +641.3% |
| 5Y | +56.8% | -10.5% | +67.3% | +41.7% |
| All | +54.2% | -27.1% | +81.3% | +38.0% |
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