+198.1%
DOCN vs UVXY
-99.9%
+298.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.3% | +10.4% | +13.3% |
| 7D | +16.3% | -4.7% | +21.0% | +14.7% |
| 30D | +2.0% | -17.1% | +19.1% | -2.9% |
| 3M | -25.2% | -39.9% | +14.8% | -33.5% |
| 6M | +132.7% | -66.9% | +199.5% | +81.6% |
| YTD | +163.3% | -50.1% | +213.4% | +135.9% |
| 1Y | +280.3% | -68.3% | +348.7% | +211.2% |
| 3Y | +371.8% | -95.0% | +466.8% | +247.1% |
| 5Y | +87.1% | -99.7% | +186.8% | -13.9% |
| All | +198.1% | -99.9% | +298.0% | +29.6% |
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