-100.0%
UVXY vs DOC
+23.6%
-123.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.1% | -8.9% | -9.3% |
| 7D | +2.3% | +1.0% | +1.3% | +4.4% |
| 30D | +4.0% | +8.1% | -4.1% | +15.4% |
| 3M | -21.6% | +0.9% | -22.5% | -20.2% |
| 6M | -55.1% | +6.3% | -61.3% | -51.2% |
| YTD | -53.7% | +33.8% | -87.5% | -30.4% |
| 1Y | -66.7% | +21.6% | -88.4% | -56.0% |
| 3Y | -94.6% | +53.4% | -148.0% | -88.2% |
| 5Y | -99.6% | -21.0% | -78.6% | -99.5% |
| 10Y | -100.0% | +22.5% | -122.5% | -100.0% |
| All | -100.0% | +23.6% | -123.6% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling