-100.0%
UVXY vs DOC
+49.7%
-149.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | -2.0% |
| 7D | -5.0% | -1.5% | -3.5% | -7.0% |
| 30D | -20.5% | -4.8% | -15.8% | -26.3% |
| 3M | -36.6% | +6.9% | -43.5% | -30.4% |
| 6M | -56.9% | +20.7% | -77.7% | -42.3% |
| YTD | -51.2% | +34.1% | -85.4% | -22.7% |
| 1Y | -69.8% | +22.6% | -92.4% | -57.8% |
| 3Y | -95.1% | +20.8% | -115.9% | -91.6% |
| 5Y | -99.7% | -24.9% | -74.8% | -99.7% |
| 10Y | -100.0% | -1.8% | -98.2% | -100.0% |
| All | -100.0% | +49.7% | -149.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling