+88.8%
RIO vs WYNN
-5.1%
+93.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -3.2% | -4.2% | +1.0% | -2.3% |
| 30D | +0.9% | -14.6% | +15.5% | +4.5% |
| 3M | -1.4% | -18.4% | +17.0% | +3.0% |
| 6M | +10.9% | -11.9% | +22.9% | +13.7% |
| YTD | +31.2% | -26.6% | +57.8% | +39.7% |
| 1Y | +67.9% | -28.5% | +96.4% | +78.6% |
| 3Y | +88.8% | -5.1% | +93.9% | +78.7% |
| All | +88.8% | -5.1% | +93.9% | +78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling