-34.0%
TWLO vs OUST
-64.1%
+30.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -2.0% |
| 7D | -1.5% | +17.0% | -18.5% | -4.7% |
| 30D | -26.0% | -16.5% | -9.5% | -23.9% |
| 3M | +4.6% | -23.7% | +28.2% | +8.1% |
| 6M | +5.5% | +18.4% | -12.8% | -5.6% |
| YTD | +42.0% | +60.8% | -18.8% | +17.1% |
| 1Y | +58.5% | +44.2% | +14.3% | +32.6% |
| 3Y | +279.7% | +668.1% | -388.4% | +72.4% |
| 5Y | -35.0% | -48.8% | +13.9% | -49.2% |
| All | -34.0% | -64.1% | +30.1% | -46.1% |
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 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