+368.8%
ORCL vs TWLO
+298.6%
+70.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +10.9% | +0.2% | +10.7% | +10.8% |
| 30D | +7.0% | -9.1% | +16.2% | +8.4% |
| 3M | -21.2% | +11.0% | -32.2% | -22.9% |
| 6M | +7.4% | +79.4% | -72.0% | -1.8% |
| YTD | -16.3% | +59.7% | -76.0% | -22.4% |
| 1Y | -32.3% | +112.3% | -144.6% | -39.7% |
| 3Y | +32.6% | +247.0% | -214.4% | +9.4% |
| 5Y | +93.1% | -35.6% | +128.7% | +82.6% |
| 10Y | +368.8% | +305.7% | +63.1% | +216.6% |
| All | +368.8% | +298.6% | +70.2% | +216.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling