+305.7%
TWLO vs OVV
+55.1%
+250.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.2% | -3.8% | +4.0% | +0.7% |
| 30D | -9.1% | +1.3% | -10.4% | -9.3% |
| 3M | +11.0% | +14.3% | -3.4% | +8.6% |
| 6M | +79.4% | +21.1% | +58.3% | +73.9% |
| YTD | +59.7% | +66.0% | -6.3% | +47.7% |
| 1Y | +112.3% | +59.3% | +53.0% | +97.0% |
| 3Y | +247.0% | +47.6% | +199.4% | +220.4% |
| 5Y | -35.6% | +162.0% | -197.5% | -45.4% |
| 10Y | +305.7% | +56.5% | +249.2% | +226.9% |
| All | +305.7% | +55.1% | +250.6% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling