+605.1%
RVMD vs WYNN
-31.7%
+636.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -3.0% | -4.2% | +1.2% | -1.7% |
| 30D | -0.7% | -14.6% | +13.9% | +4.1% |
| 3M | +36.5% | -18.4% | +55.0% | +44.9% |
| 6M | +104.6% | -11.9% | +116.5% | +111.7% |
| YTD | +155.8% | -26.6% | +182.4% | +178.1% |
| 1Y | +340.7% | -28.5% | +369.2% | +379.0% |
| 3Y | +519.9% | -5.1% | +525.0% | +489.7% |
| 5Y | +584.9% | -10.5% | +595.4% | +532.2% |
| All | +605.1% | -31.7% | +636.8% | +543.8% |
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