-30.2%
TWLO vs OUST
-48.5%
+18.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.9% | -2.5% |
| 7D | +5.6% | +19.9% | -14.3% | +1.9% |
| 30D | -24.6% | +3.6% | -28.2% | -25.5% |
| 3M | -14.0% | -20.6% | +6.7% | -11.6% |
| 6M | +10.1% | +35.1% | -25.0% | -3.7% |
| YTD | +49.2% | +69.1% | -19.9% | +21.6% |
| 1Y | +65.2% | +49.9% | +15.3% | +37.0% |
| 3Y | +260.7% | +642.4% | -381.7% | +61.0% |
| 5Y | -30.2% | -48.3% | +18.1% | -29.7% |
| All | -30.2% | -48.5% | +18.2% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling