+36.2%
OXY vs TWLO
+117.0%
-80.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +2.8% | -2.4% | +5.3% | +2.8% |
| 30D | +5.5% | -7.8% | +13.3% | +5.5% |
| 3M | +11.3% | +10.0% | +1.3% | +11.4% |
| 6M | +11.6% | +79.5% | -67.9% | +12.8% |
| YTD | +51.6% | +59.8% | -8.3% | +53.6% |
| 1Y | +36.2% | +121.7% | -85.5% | +35.9% |
| All | +36.2% | +117.0% | -80.8% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling