+298.8%
ROIV vs WYNN
-13.6%
+312.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.7% | +18.0% | +18.6% |
| 7D | +20.2% | +1.8% | +18.4% | +19.6% |
| 30D | +14.1% | -9.8% | +24.0% | +17.2% |
| 3M | +45.6% | -11.8% | +57.4% | +50.1% |
| 6M | +44.1% | -8.8% | +52.9% | +46.9% |
| YTD | +91.2% | -22.8% | +114.0% | +103.2% |
| 1Y | +221.3% | -24.1% | +245.4% | +240.9% |
| 3Y | +229.2% | +0.4% | +228.8% | +212.4% |
| 5Y | +316.5% | -8.7% | +325.1% | +253.5% |
| All | +298.8% | -13.6% | +312.5% | +236.8% |
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