+3.1%
OXY vs TWLO
+863.4%
-860.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.4% |
| 7D | +0.9% | -3.9% | +4.8% | +1.3% |
| 30D | +3.6% | -9.7% | +13.3% | +4.4% |
| 3M | +7.1% | +11.6% | -4.5% | +5.5% |
| 6M | +15.7% | +84.7% | -69.0% | +7.9% |
| YTD | +50.1% | +62.5% | -12.4% | +41.4% |
| 1Y | +34.1% | +121.7% | -87.6% | +22.0% |
| 3Y | -1.5% | +253.0% | -254.4% | -16.6% |
| 5Y | +162.0% | -32.5% | +194.5% | +151.7% |
| 10Y | +5.1% | +312.7% | -307.7% | -21.4% |
| All | +3.1% | +863.4% | -860.3% | -27.1% |
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 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