+709.2%
ONDS vs TWLO
+252.1%
+457.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.2% |
| 7D | -5.0% | -3.9% | -1.1% | -3.6% |
| 30D | -25.6% | -9.7% | -15.9% | -22.7% |
| 3M | -22.1% | +11.6% | -33.7% | -26.6% |
| 6M | -27.6% | +84.7% | -112.3% | -46.3% |
| YTD | -25.7% | +62.5% | -88.2% | -42.5% |
| 1Y | +30.4% | +121.7% | -91.3% | -13.6% |
| All | +709.2% | +252.1% | +457.1% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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