+91.4%
ORCL vs TWLO
-36.3%
+127.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.6% |
| 7D | +5.3% | -2.0% | +7.3% | +5.6% |
| 30D | +10.0% | +20.6% | -10.6% | +5.8% |
| 3M | -32.6% | -1.5% | -31.0% | -32.8% |
| 6M | +4.9% | +89.4% | -84.5% | -6.8% |
| YTD | -17.8% | +63.8% | -81.5% | -25.5% |
| 1Y | -28.0% | +119.7% | -147.7% | -37.8% |
| 3Y | +36.0% | +256.1% | -220.1% | +8.2% |
| All | +91.4% | -36.3% | +127.8% | +68.8% |
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 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