+64.3%
TWLO vs OSCR
+104.5%
-40.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.6% | -8.7% | -0.6% |
| 7D | -15.9% | +15.5% | -31.3% | -16.5% |
| 30D | -29.0% | +8.5% | -37.6% | -29.4% |
| 3M | +10.0% | +15.8% | -5.8% | +8.6% |
| 6M | +12.6% | +89.5% | -76.9% | +8.4% |
| YTD | +50.1% | +144.9% | -94.8% | +42.0% |
| 1Y | +64.3% | +105.1% | -40.8% | +55.4% |
| All | +64.3% | +104.5% | -40.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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