+84.2%
DOCN vs UVXY
-99.9%
+184.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -20.2% | +28.3% | +2.4% |
| 7D | -12.8% | -5.6% | -7.2% | -10.3% |
| 30D | -41.9% | +12.8% | -54.7% | -36.0% |
| 3M | -36.9% | -14.8% | -22.1% | -35.4% |
| 6M | -52.2% | -49.0% | -3.2% | -56.5% |
| YTD | +62.7% | -48.8% | +111.5% | +56.8% |
| 1Y | +58.2% | -66.4% | +124.7% | +37.8% |
| 3Y | +219.5% | -94.4% | +313.9% | +149.4% |
| 5Y | -32.9% | -99.5% | +66.7% | -65.9% |
| All | +84.2% | -99.9% | +184.1% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling