-28.0%
ORCL vs TWLO
+123.2%
-151.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +4.0% |
| 7D | +5.3% | -2.0% | +7.3% | +5.9% |
| 30D | +10.0% | +20.6% | -10.6% | +2.7% |
| 3M | -32.6% | -1.5% | -31.0% | -32.5% |
| 6M | +4.9% | +89.4% | -84.5% | -16.2% |
| YTD | -17.8% | +63.8% | -81.5% | -33.8% |
| 1Y | -28.0% | +119.7% | -147.7% | -41.3% |
| All | -28.0% | +123.2% | -151.2% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling