+689.1%
TWLO vs ODFL
+838.4%
-149.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.8% |
| 7D | +0.2% | -3.0% | +3.2% | +1.5% |
| 30D | -9.1% | -14.3% | +5.1% | -2.8% |
| 3M | +11.0% | -26.7% | +37.7% | +26.9% |
| 6M | +79.4% | -7.5% | +86.8% | +81.9% |
| YTD | +59.7% | +16.5% | +43.2% | +42.3% |
| 1Y | +112.3% | +23.5% | +88.8% | +82.6% |
| 3Y | +247.0% | -12.1% | +259.0% | +233.8% |
| 5Y | -35.6% | +28.9% | -64.5% | -52.0% |
| 10Y | +305.7% | +746.5% | -440.8% | +8.9% |
| All | +689.1% | +838.4% | -149.3% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling