+385.4%
ORLY vs TWLO
+863.4%
-478.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -2.1% | -3.9% | +1.7% | -1.9% |
| 30D | -7.6% | -9.7% | +2.1% | -7.1% |
| 3M | -5.5% | +11.6% | -17.1% | -6.3% |
| 6M | -9.7% | +84.7% | -94.4% | -13.5% |
| YTD | -6.2% | +62.5% | -68.7% | -9.7% |
| 1Y | -18.6% | +121.7% | -140.4% | -23.3% |
| 3Y | +33.8% | +253.0% | -219.1% | +20.5% |
| 5Y | +116.5% | -32.5% | +149.0% | +112.4% |
| 10Y | +361.0% | +312.7% | +48.3% | +281.8% |
| All | +385.4% | +863.4% | -478.1% | +301.4% |
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