+119.2%
ORLY vs TWLO
-33.6%
+152.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.4% |
| 7D | -2.4% | -2.4% | +0.1% | -2.3% |
| 30D | -6.8% | -7.8% | +1.0% | -6.5% |
| 3M | -4.8% | +10.0% | -14.8% | -5.3% |
| 6M | -9.1% | +79.5% | -88.5% | -12.0% |
| YTD | -5.9% | +59.8% | -65.7% | -8.6% |
| 1Y | -20.4% | +121.7% | -142.1% | -24.1% |
| 3Y | +36.6% | +240.8% | -204.2% | +24.9% |
| All | +119.2% | -33.6% | +152.7% | +133.6% |
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 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