-34.7%
ROL vs WYNN
-32.5%
-2.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | +1.4% |
| 7D | +14.6% | +15.4% | -0.8% | +11.3% |
| 30D | +29.3% | +6.8% | +22.5% | +27.1% |
| 3M | +2.0% | -15.4% | +17.4% | +4.4% |
| 6M | -28.5% | -20.0% | -8.6% | -26.0% |
| YTD | -35.3% | -31.0% | -4.3% | -30.7% |
| 1Y | -34.7% | -31.5% | -3.2% | -29.9% |
| All | -34.7% | -32.5% | -2.2% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling