-32.4%
TWLO vs ONON
-24.2%
-8.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -5.3% | +1.4% | -1.9% |
| 30D | -9.7% | -13.1% | +3.4% | -4.9% |
| 3M | +11.6% | -29.3% | +41.0% | +24.5% |
| 6M | +84.7% | -34.5% | +119.2% | +108.5% |
| YTD | +62.5% | -42.2% | +104.7% | +92.2% |
| 1Y | +121.7% | -37.3% | +159.0% | +150.2% |
| 3Y | +253.0% | -9.3% | +262.2% | +212.6% |
| All | -32.4% | -24.2% | -8.3% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling