-23.9%
TWLO vs OUST
-62.4%
+38.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | -2.0% | +5.2% | -7.2% | -2.9% |
| 30D | +20.6% | -19.3% | +39.8% | +24.5% |
| 3M | -1.5% | -22.6% | +21.1% | -1.2% |
| 6M | +89.4% | +62.8% | +26.7% | +59.2% |
| YTD | +63.8% | +68.3% | -4.6% | +35.2% |
| 1Y | +119.7% | +28.5% | +91.2% | +86.4% |
| 3Y | +256.1% | +554.0% | -297.9% | +69.8% |
| 5Y | -36.6% | -56.2% | +19.7% | -48.7% |
| All | -23.9% | -62.4% | +38.5% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling