-50.3%
DOCS vs UVXY
-99.7%
+49.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.6% |
| 7D | -1.4% | -5.0% | +3.6% | -2.3% |
| 30D | +21.8% | -20.5% | +42.4% | +16.7% |
| 3M | +27.3% | -36.6% | +63.9% | +17.8% |
| 6M | -0.3% | -56.9% | +56.6% | -12.5% |
| YTD | -40.5% | -51.2% | +10.7% | -45.9% |
| 1Y | -61.5% | -69.8% | +8.2% | -67.5% |
| 3Y | +8.2% | -95.1% | +103.2% | -18.7% |
| 5Y | -73.4% | -99.7% | +26.2% | -86.8% |
| All | -50.3% | -99.7% | +49.5% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling