-100.0%
UVXY vs FWONK
+276.9%
-376.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -6.9% | -6.6% |
| 7D | +2.8% | +0.1% | +2.7% | +3.0% |
| 30D | -11.4% | -7.7% | -3.6% | -20.3% |
| 3M | -41.5% | +5.7% | -47.2% | -37.3% |
| 6M | -61.0% | +13.5% | -74.5% | -52.9% |
| YTD | -49.8% | -3.0% | -46.9% | -51.7% |
| 1Y | -66.4% | -6.4% | -60.0% | -69.0% |
| 3Y | -94.8% | +43.8% | -138.6% | -89.0% |
| 5Y | -99.7% | +98.6% | -198.3% | -98.7% |
| 10Y | -100.0% | +340.0% | -440.0% | -100.0% |
| All | -100.0% | +276.9% | -376.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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