+702.8%
TWLO vs UVXY
-100.0%
+802.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.4% | +2.7% |
| 7D | -3.9% | +11.0% | -14.9% | -2.0% |
| 30D | -9.7% | -8.8% | -0.9% | -11.1% |
| 3M | +11.6% | -41.9% | +53.5% | +1.7% |
| 6M | +84.7% | -61.2% | +145.9% | +58.7% |
| YTD | +62.5% | -46.2% | +108.7% | +51.4% |
| 1Y | +121.7% | -65.2% | +186.9% | +95.0% |
| 3Y | +253.0% | -94.6% | +347.5% | +181.7% |
| 5Y | -32.5% | -99.7% | +67.2% | -60.5% |
| 10Y | +312.7% | -100.0% | +412.7% | +34.1% |
| All | +702.8% | -100.0% | +802.8% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling