+275.6%
TWLO vs OUST
+692.9%
-417.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.8% | +14.0% | -11.2% | +1.2% |
| 30D | -22.4% | +2.5% | -24.9% | -22.8% |
| 3M | -14.2% | -15.3% | +1.1% | -13.6% |
| 6M | +10.5% | +42.6% | -32.1% | +1.6% |
| YTD | +54.3% | +76.6% | -22.3% | +36.0% |
| 1Y | +68.0% | +54.1% | +14.0% | +50.0% |
| All | +275.6% | +692.9% | -417.4% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling