+70.5%
DOCN vs UVXY
-99.9%
+170.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +1.9% |
| 7D | -19.2% | +19.4% | -38.6% | -12.0% |
| 30D | -43.1% | +42.6% | -85.6% | -33.7% |
| 3M | -40.7% | +7.1% | -47.8% | -35.9% |
| 6M | -55.0% | -36.5% | -18.4% | -56.9% |
| YTD | +50.6% | -35.8% | +86.4% | +53.1% |
| 1Y | +54.0% | -58.4% | +112.4% | +40.9% |
| 3Y | +203.9% | -92.9% | +296.8% | +152.0% |
| 5Y | -29.4% | -99.4% | +70.1% | -62.0% |
| All | +70.5% | -99.9% | +170.4% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling