-22.1%
ROP vs WYNN
-26.4%
+4.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.6% |
| 7D | -4.4% | -3.9% | -0.5% | -4.0% |
| 30D | +3.2% | -9.3% | +12.5% | +4.3% |
| 3M | +23.1% | -11.4% | +34.5% | +24.4% |
| 6M | +13.3% | -11.0% | +24.3% | +14.4% |
| YTD | -7.9% | -23.4% | +15.5% | -6.5% |
| 1Y | -22.1% | -24.8% | +2.8% | -21.3% |
| All | -22.1% | -26.4% | +4.3% | -21.3% |
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 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