+240.8%
TWLO vs OTIS
-12.3%
+253.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | -2.4% | -3.0% | +0.5% | -1.7% |
| 30D | -7.8% | -6.0% | -1.8% | -6.4% |
| 3M | +10.0% | -0.9% | +10.9% | +10.0% |
| 6M | +79.5% | -17.3% | +96.8% | +90.0% |
| YTD | +59.8% | -19.6% | +79.4% | +70.2% |
| 1Y | +121.7% | -21.0% | +142.7% | +137.7% |
| 3Y | +240.8% | -12.1% | +252.9% | +188.5% |
| All | +240.8% | -12.3% | +253.1% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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