+8.1%
ORCL vs TWLO
+281.5%
-273.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -2.5% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | -16.6% | -26.0% | +9.4% | -10.2% |
| 3M | -21.6% | -14.3% | -7.3% | -19.3% |
| 6M | -39.4% | +6.2% | -45.6% | -41.6% |
| YTD | -38.7% | +50.6% | -89.3% | -46.5% |
| 1Y | -50.4% | +64.0% | -114.4% | -57.5% |
| 3Y | +8.1% | +264.1% | -256.0% | -21.2% |
| All | +8.1% | +281.5% | -273.4% | -21.2% |
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