-61.5%
DOCS vs UVXY
-70.9%
+9.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.7% |
| 7D | -1.4% | -5.0% | +3.6% | -1.8% |
| 30D | +21.8% | -20.5% | +42.4% | +19.8% |
| 3M | +27.3% | -36.6% | +63.9% | +23.4% |
| 6M | -0.3% | -56.9% | +56.6% | -5.1% |
| YTD | -40.5% | -51.2% | +10.7% | -41.2% |
| 1Y | -61.5% | -69.8% | +8.2% | -62.8% |
| All | -61.5% | -70.9% | +9.3% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling