-54.2%
DOCS vs UVXY
-99.4%
+45.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -2.4% |
| 7D | -0.8% | +19.4% | -20.2% | +4.4% |
| 30D | +17.4% | +42.6% | -25.2% | +28.4% |
| 3M | +57.4% | +7.1% | +50.3% | +63.5% |
| 6M | +26.5% | -36.5% | +63.1% | +19.8% |
| YTD | -26.6% | -35.8% | +9.2% | -27.8% |
| 1Y | -48.1% | -58.4% | +10.4% | -52.9% |
| 3Y | +52.6% | -92.9% | +145.5% | +23.0% |
| All | -54.2% | -99.4% | +45.2% | -74.9% |
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