+255.7%
ROIV vs WYNN
-4.3%
+260.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -1.7% |
| 7D | +19.0% | -3.4% | +22.4% | +19.8% |
| 30D | +16.1% | -15.4% | +31.6% | +20.1% |
| 3M | +44.1% | -15.8% | +59.9% | +49.0% |
| 6M | +37.8% | -13.5% | +51.3% | +41.4% |
| YTD | +88.7% | -26.0% | +114.6% | +99.1% |
| 1Y | +197.3% | -27.4% | +224.7% | +213.3% |
| All | +255.7% | -4.3% | +260.0% | +250.5% |
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 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