-32.3%
TWLO vs ODFL
+25.4%
-57.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | -3.3% | +0.9% | -1.2% |
| 30D | -7.8% | -15.3% | +7.5% | -1.6% |
| 3M | +10.0% | -27.3% | +37.4% | +24.4% |
| 6M | +79.5% | -4.5% | +84.0% | +79.2% |
| YTD | +59.8% | +15.1% | +44.7% | +44.1% |
| 1Y | +121.7% | +21.1% | +100.6% | +94.2% |
| 3Y | +240.8% | -14.1% | +254.9% | +231.4% |
| All | -32.3% | +25.4% | -57.7% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling