+8.9%
DOCS vs UVXY
-95.1%
+104.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.7% |
| 7D | -1.4% | -5.0% | +3.6% | -2.1% |
| 30D | +21.8% | -20.5% | +42.4% | +17.9% |
| 3M | +27.3% | -36.6% | +63.9% | +20.1% |
| 6M | -0.3% | -56.9% | +56.6% | -9.6% |
| YTD | -40.5% | -51.2% | +10.7% | -44.4% |
| 1Y | -61.5% | -69.8% | +8.2% | -66.1% |
| All | +8.9% | -95.1% | +104.0% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling