+353.2%
ORCL vs TWLO
+871.2%
-518.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.5% |
| 7D | +5.3% | -2.0% | +7.3% | +5.6% |
| 30D | +10.0% | +20.6% | -10.6% | +6.6% |
| 3M | -32.6% | -1.5% | -31.0% | -32.8% |
| 6M | +4.9% | +89.4% | -84.5% | -4.6% |
| YTD | -17.8% | +63.8% | -81.5% | -23.9% |
| 1Y | -28.0% | +119.7% | -147.7% | -36.0% |
| 3Y | +36.0% | +256.1% | -220.1% | +12.3% |
| 5Y | +88.7% | -36.6% | +125.3% | +78.9% |
| 10Y | +346.9% | +304.3% | +42.6% | +212.7% |
| All | +353.2% | +871.2% | -518.0% | +189.0% |
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