+64.3%
TWLO vs ODFL
+32.0%
+32.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -15.9% | +3.5% | -19.4% | -16.1% |
| 30D | -29.0% | 0.0% | -29.1% | -29.1% |
| 3M | +10.0% | -18.1% | +28.1% | +10.7% |
| 6M | +12.6% | -6.4% | +19.0% | +14.8% |
| YTD | +50.1% | +14.9% | +35.2% | +49.5% |
| 1Y | +64.3% | +27.7% | +36.6% | +60.5% |
| All | +64.3% | +32.0% | +32.3% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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