+6.4%
OXY vs TWLO
+312.8%
-306.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +2.8% | -2.4% | +5.3% | +3.1% |
| 30D | +5.5% | -7.8% | +13.3% | +6.1% |
| 3M | +11.3% | +10.0% | +1.3% | +9.8% |
| 6M | +11.6% | +79.5% | -67.9% | +4.2% |
| YTD | +51.6% | +59.8% | -8.3% | +42.8% |
| 1Y | +36.2% | +121.7% | -85.5% | +23.6% |
| 3Y | +1.7% | +240.8% | -239.1% | -14.0% |
| 5Y | +164.5% | -33.6% | +198.1% | +154.9% |
| All | +6.4% | +312.8% | -306.3% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling