+204.8%
RL vs WYNN
-5.1%
+209.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -3.4% | -4.2% | +0.7% | -1.5% |
| 30D | -14.4% | -14.6% | +0.2% | -8.0% |
| 3M | -13.6% | -18.4% | +4.8% | -5.2% |
| 6M | +0.6% | -11.9% | +12.5% | +6.5% |
| YTD | -3.6% | -26.6% | +23.0% | +10.2% |
| 1Y | +8.3% | -28.5% | +36.9% | +24.0% |
| 3Y | +204.8% | -5.1% | +209.9% | +184.3% |
| All | +204.8% | -5.1% | +209.8% | +184.3% |
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