-2.0%
ROL vs WYNN
-11.0%
+9.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -3.2% | -4.2% | +1.0% | -2.9% |
| 30D | -4.9% | -14.6% | +9.7% | -3.8% |
| 3M | -25.8% | -18.4% | -7.4% | -24.8% |
| 6M | -37.6% | -11.9% | -25.6% | -37.0% |
| YTD | -41.5% | -26.6% | -14.9% | -40.3% |
| 1Y | -39.5% | -28.5% | -10.9% | -38.2% |
| 3Y | +0.1% | -5.1% | +5.3% | -0.7% |
| All | -2.0% | -11.0% | +9.0% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling