+30.8%
RIO vs WYNN
-32.5%
+63.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.1% | -2.4% | +2.6% |
| 7D | -1.6% | +15.4% | -17.0% | -3.9% |
| 30D | -11.6% | +6.8% | -18.3% | -12.5% |
| 3M | -12.7% | -15.4% | +2.7% | -10.0% |
| 6M | -12.4% | -20.0% | +7.6% | -8.9% |
| YTD | +11.0% | -31.0% | +42.0% | +17.0% |
| 1Y | +30.8% | -31.5% | +62.3% | +37.7% |
| All | +30.8% | -32.5% | +63.3% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling