+64.3%
TWLO vs OVV
+75.2%
-10.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | -0.5% |
| 7D | -15.9% | -12.1% | -3.8% | -16.5% |
| 30D | -29.0% | +2.9% | -31.9% | -29.1% |
| 3M | +10.0% | +3.7% | +6.3% | +10.0% |
| 6M | +12.6% | +0.6% | +11.9% | +11.3% |
| YTD | +50.1% | +62.5% | -12.4% | +60.5% |
| 1Y | +64.3% | +72.0% | -7.7% | +76.0% |
| All | +64.3% | +75.2% | -10.9% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 1y: compounded portfolio wealth divided by compounded OVV 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…
1y analysis · Full analysis span regression · 6 months rolling