-27.1%
RKT vs WYNN
+28.2%
-55.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -6.3% | -4.2% | -2.1% | -5.0% |
| 30D | -6.2% | -14.6% | +8.4% | -1.5% |
| 3M | -1.9% | -18.4% | +16.5% | +4.4% |
| 6M | -13.0% | -11.9% | -1.1% | -9.5% |
| YTD | -31.9% | -26.6% | -5.3% | -25.3% |
| 1Y | -37.6% | -28.5% | -9.0% | -31.1% |
| 3Y | +36.8% | -5.1% | +41.9% | +35.7% |
| 5Y | -9.7% | -10.5% | +0.8% | -15.6% |
| All | -27.1% | +28.2% | -55.2% | -31.4% |
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