+64.3%
TWLO vs UVXY
-70.8%
+135.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.1% | +14.0% | -2.1% |
| 7D | -15.9% | -6.3% | -9.6% | -16.0% |
| 30D | -29.0% | -2.7% | -26.4% | -28.5% |
| 3M | +10.0% | -29.9% | +40.0% | +8.0% |
| 6M | +12.6% | -56.5% | +69.1% | +5.9% |
| YTD | +50.1% | -54.8% | +104.9% | +48.0% |
| 1Y | +64.3% | -70.5% | +134.8% | +46.2% |
| All | +64.3% | -70.8% | +135.0% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 1y: compounded portfolio wealth divided by compounded UVXY 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…
1y analysis · Full analysis span regression · 6 months rolling