-37.6%
TWLO vs OSCR
-9.0%
-28.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | -7.8% | +10.7% | -18.5% | -9.9% |
| 3M | +10.0% | +13.4% | -3.3% | +6.5% |
| 6M | +79.5% | +144.6% | -65.1% | +47.0% |
| YTD | +59.8% | +128.0% | -68.2% | +31.6% |
| 1Y | +121.7% | +68.7% | +53.0% | +90.1% |
| 3Y | +240.8% | +398.8% | -158.0% | +88.5% |
| 5Y | -33.6% | +87.3% | -120.9% | -60.1% |
| All | -37.6% | -9.0% | -28.7% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling