-52.9%
DOCS vs UVXY
-99.5%
+46.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +1.1% |
| 7D | +2.6% | -22.1% | +24.6% | -1.5% |
| 30D | +11.4% | +8.2% | +3.3% | +16.4% |
| 3M | +25.4% | -12.3% | +37.7% | +26.3% |
| 6M | +42.5% | -51.0% | +93.5% | +29.2% |
| YTD | -24.7% | -49.9% | +25.2% | -29.0% |
| 1Y | -32.9% | -67.7% | +34.8% | -41.8% |
| 3Y | +39.6% | -94.1% | +133.7% | +9.2% |
| All | -52.9% | -99.5% | +46.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling