-99.4%
UVXY vs DOC
-22.1%
-77.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -0.2% | +45.6% | +45.1% |
| 7D | +41.0% | +6.2% | +34.7% | +52.8% |
| 30D | +46.9% | +6.5% | +40.5% | +58.7% |
| 3M | +7.0% | -6.2% | +13.3% | -1.8% |
| 6M | -37.0% | +25.6% | -62.6% | -14.7% |
| YTD | -34.3% | +32.1% | -66.4% | -2.2% |
| 1Y | -54.8% | +20.3% | -75.1% | -41.4% |
| 3Y | -93.1% | +42.7% | -135.8% | -86.1% |
| 5Y | -99.4% | -22.2% | -77.2% | -99.6% |
| All | -99.4% | -22.1% | -77.3% | -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