+18.5%
ONDS vs TWLO
-28.8%
+47.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.6% |
| 7D | -4.2% | +0.2% | -4.4% | -4.5% |
| 30D | -21.7% | -9.1% | -12.6% | -18.6% |
| 3M | -24.5% | +11.0% | -35.4% | -29.2% |
| 6M | -25.0% | +79.4% | -104.4% | -44.6% |
| YTD | -25.3% | +59.7% | -85.0% | -42.7% |
| 1Y | +33.8% | +112.3% | -78.6% | -10.6% |
| 3Y | +699.3% | +247.0% | +452.4% | +296.9% |
| 5Y | -5.2% | -35.6% | +30.4% | -13.5% |
| All | +18.5% | -28.8% | +47.4% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling