-37.3%
DOCS vs UVXY
-99.8%
+62.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.1% | +11.5% | +0.8% |
| 7D | -4.2% | +2.3% | -6.5% | -1.8% |
| 30D | +8.6% | +4.0% | +4.6% | +12.7% |
| 3M | +27.2% | -21.6% | +48.8% | +25.4% |
| 6M | +26.5% | -55.1% | +81.6% | +12.9% |
| YTD | -25.0% | -53.7% | +28.8% | -30.3% |
| 1Y | -37.0% | -66.7% | +29.7% | -44.8% |
| 3Y | +39.4% | -94.6% | +134.0% | +7.5% |
| 5Y | -56.7% | -99.6% | +42.9% | -77.3% |
| All | -37.3% | -99.8% | +62.4% | -68.7% |
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 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