+485.8%
RIOT vs WYNN
+1.1%
+484.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | -1.5% | -4.2% | +2.7% | +0.6% |
| 30D | +5.7% | -14.6% | +20.3% | +13.9% |
| 3M | -17.9% | -18.4% | +0.5% | -9.6% |
| 6M | +45.0% | -11.9% | +56.9% | +54.4% |
| YTD | +69.5% | -26.6% | +96.0% | +96.3% |
| 1Y | +37.2% | -28.5% | +65.7% | +61.0% |
| 3Y | +111.7% | -5.1% | +116.9% | +113.2% |
| 5Y | -27.5% | -10.5% | -17.0% | -27.0% |
| All | +485.8% | +1.1% | +484.6% | +429.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling