-90.4%
UVXY vs UMAC
+473.8%
-564.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.3% | -7.1% |
| 7D | +2.8% | -3.4% | +6.2% | +2.4% |
| 30D | -11.4% | -15.1% | +3.7% | -12.4% |
| 3M | -41.5% | -10.8% | -30.7% | -40.7% |
| 6M | -61.0% | +15.7% | -76.7% | -56.8% |
| YTD | -49.8% | +80.1% | -130.0% | -39.9% |
| 1Y | -66.4% | +116.7% | -183.2% | -57.2% |
| All | -90.4% | +473.8% | -564.2% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 3y: compounded portfolio wealth divided by compounded UMAC 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…
3y analysis · Full analysis span regression · 6 months rolling