-32.5%
TWLO vs OUST
-60.2%
+27.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.8% | -8.6% | +0.3% |
| 7D | -0.5% | +36.7% | -37.1% | -6.5% |
| 30D | -28.6% | -3.3% | -25.3% | -28.6% |
| 3M | -14.4% | -11.1% | -3.2% | -13.8% |
| 6M | +2.4% | +53.1% | -50.6% | -12.4% |
| YTD | +45.3% | +78.2% | -33.0% | +17.5% |
| 1Y | +61.8% | +50.0% | +11.8% | +34.6% |
| 3Y | +269.0% | +836.2% | -567.2% | +60.4% |
| 5Y | -33.5% | -50.0% | +16.5% | -47.8% |
| All | -32.5% | -60.2% | +27.7% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling