+240.8%
TWLO vs ONON
-8.6%
+249.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.1% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -7.8% | -11.6% | +3.8% | -5.1% |
| 3M | +10.0% | -30.1% | +40.1% | +18.4% |
| 6M | +79.5% | -30.5% | +110.0% | +91.4% |
| YTD | +59.8% | -41.0% | +100.9% | +78.6% |
| 1Y | +121.7% | -36.7% | +158.4% | +141.2% |
| 3Y | +240.8% | -8.6% | +249.4% | +217.2% |
| All | +240.8% | -8.6% | +249.4% | +217.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling