-27.0%
RKT vs WYNN
+29.2%
-56.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -7.2% | -3.4% | -3.8% | -6.2% |
| 30D | -7.9% | -15.4% | +7.5% | -3.0% |
| 3M | +5.2% | -15.8% | +21.0% | +10.9% |
| 6M | -14.9% | -13.5% | -1.4% | -11.0% |
| YTD | -31.9% | -26.0% | -5.9% | -25.4% |
| 1Y | -36.9% | -27.4% | -9.5% | -30.6% |
| 3Y | +35.7% | -3.7% | +39.4% | +34.0% |
| 5Y | -9.7% | -9.8% | +0.1% | -15.7% |
| All | -27.0% | +29.2% | -56.2% | -31.5% |
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