+2,243.7%
ROP vs WYNN
+1,177.3%
+1,066.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | 0.0% |
| 7D | -8.0% | -3.4% | -4.6% | -7.3% |
| 30D | -2.7% | -15.4% | +12.7% | +0.7% |
| 3M | +16.6% | -15.8% | +32.4% | +20.7% |
| 6M | +10.4% | -13.5% | +23.9% | +13.4% |
| YTD | -12.1% | -26.0% | +13.9% | -6.8% |
| 1Y | -23.6% | -27.4% | +3.8% | -19.2% |
| 3Y | -19.3% | -3.7% | -15.6% | -21.6% |
| 5Y | -15.4% | -9.8% | -5.6% | -20.6% |
| 10Y | +134.6% | +1.1% | +133.5% | +84.7% |
| All | +2,243.7% | +1,177.3% | +1,066.4% | +1,014.4% |
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