-100.0%
UVXY vs DOC
+15.7%
-115.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -1.4% |
| 7D | +19.4% | +6.5% | +12.9% | +30.2% |
| 30D | +42.6% | +9.2% | +33.4% | +59.4% |
| 3M | +7.1% | -2.5% | +9.5% | +3.5% |
| 6M | -36.5% | +7.1% | -43.6% | -30.7% |
| YTD | -35.8% | +33.0% | -68.8% | -4.7% |
| 1Y | -58.4% | +23.3% | -81.7% | -44.3% |
| 3Y | -92.9% | +44.9% | -137.8% | -85.5% |
| 5Y | -99.4% | -21.6% | -77.8% | -99.3% |
| All | -100.0% | +15.7% | -115.7% | -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