+280.3%
DOCN vs UVXY
-68.8%
+349.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.3% | +10.4% | +13.1% |
| 7D | +16.3% | -4.7% | +21.0% | +15.0% |
| 30D | +2.0% | -17.1% | +19.1% | -1.9% |
| 3M | -25.2% | -39.9% | +14.8% | -31.7% |
| 6M | +132.7% | -66.9% | +199.5% | +90.9% |
| YTD | +163.3% | -50.1% | +213.4% | +143.6% |
| 1Y | +280.3% | -68.3% | +348.7% | +241.0% |
| All | +280.3% | -68.8% | +349.1% | +241.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded UVXY 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling