-99.4%
UVXY vs DOC
-21.4%
-78.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -1.4% |
| 7D | +19.4% | +6.5% | +12.9% | +29.9% |
| 30D | +42.6% | +9.2% | +33.4% | +58.9% |
| 3M | +7.1% | -2.5% | +9.5% | +3.4% |
| 6M | -36.5% | +7.1% | -43.6% | -30.7% |
| YTD | -35.8% | +33.0% | -68.8% | -3.5% |
| 1Y | -58.4% | +23.3% | -81.7% | -44.3% |
| 3Y | -92.9% | +44.9% | -137.8% | -85.3% |
| All | -99.4% | -21.4% | -78.0% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling