-37.4%
DOCS vs UVXY
-64.3%
+26.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -20.2% | +21.3% | -0.3% |
| 7D | 0.0% | -5.6% | +5.6% | +0.7% |
| 30D | +7.8% | +12.8% | -5.0% | +9.8% |
| 3M | +20.0% | -14.8% | +34.8% | +20.6% |
| 6M | +26.5% | -49.0% | +75.5% | +23.7% |
| YTD | -25.8% | -48.8% | +23.0% | -24.1% |
| All | -37.4% | -64.3% | +26.8% | -40.7% |
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 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