+252.1%
DOCN vs UVXY
-94.5%
+346.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | +4.5% |
| 7D | +27.4% | -26.5% | +53.9% | +19.0% |
| 30D | -29.7% | +8.8% | -38.6% | -23.6% |
| 3M | -32.5% | -14.7% | -17.8% | -30.6% |
| 6M | -42.2% | -51.5% | +9.3% | -47.2% |
| YTD | +87.2% | -51.7% | +138.9% | +79.7% |
| 1Y | +86.2% | -65.7% | +151.9% | +66.1% |
| All | +252.1% | -94.5% | +346.6% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling