-3.3%
ONDS vs TWLO
-32.5%
+29.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.3% |
| 7D | -5.0% | -3.9% | -1.1% | -3.4% |
| 30D | -25.6% | -9.7% | -15.9% | -22.4% |
| 3M | -22.1% | +11.6% | -33.7% | -27.1% |
| 6M | -27.6% | +84.7% | -112.3% | -46.9% |
| YTD | -25.7% | +62.5% | -88.2% | -43.3% |
| 1Y | +30.4% | +121.7% | -91.3% | -14.2% |
| 3Y | +695.0% | +253.0% | +442.0% | +293.1% |
| All | -3.3% | -32.5% | +29.1% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling