-27.5%
DOCN vs UVXY
-99.5%
+72.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.7% | -7.9% | -3.1% |
| 7D | +19.1% | -22.1% | +41.1% | +12.2% |
| 30D | -21.0% | +8.2% | -29.2% | -13.5% |
| 3M | -34.7% | -12.3% | -22.4% | -32.4% |
| 6M | -45.8% | -51.0% | +5.2% | -51.4% |
| YTD | +79.4% | -49.9% | +129.3% | +71.6% |
| 1Y | +91.0% | -67.7% | +158.7% | +62.1% |
| 3Y | +237.5% | -94.1% | +331.6% | +158.6% |
| All | -27.5% | -99.5% | +72.1% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling