+147.9%
OXY vs TWLO
-33.6%
+181.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +2.8% | -2.4% | +5.3% | +3.0% |
| 30D | +5.5% | -7.8% | +13.3% | +5.9% |
| 3M | +11.3% | +10.0% | +1.3% | +10.3% |
| 6M | +11.6% | +79.5% | -67.9% | +6.4% |
| YTD | +51.6% | +59.8% | -8.3% | +45.4% |
| 1Y | +36.2% | +121.7% | -85.5% | +27.0% |
| 3Y | +1.7% | +240.8% | -239.1% | -10.4% |
| All | +147.9% | -33.6% | +181.5% | +137.1% |
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