-99.7%
UVXY vs WYNN
-11.0%
-88.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -7.6% |
| 7D | +2.8% | -4.2% | +7.0% | -1.5% |
| 30D | -11.4% | -14.6% | +3.3% | -24.7% |
| 3M | -41.5% | -18.4% | -23.1% | -52.6% |
| 6M | -61.0% | -11.9% | -49.1% | -64.6% |
| YTD | -49.8% | -26.6% | -23.3% | -61.0% |
| 1Y | -66.4% | -28.5% | -37.9% | -74.0% |
| 3Y | -94.8% | -5.1% | -89.6% | -92.1% |
| All | -99.7% | -11.0% | -88.7% | -99.3% |
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 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