+64.0%
TWLO vs OVV
+61.3%
+2.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.7% |
| 7D | +0.2% | -7.3% | +7.5% | -0.2% |
| 30D | -26.0% | -3.6% | -22.4% | -26.2% |
| 3M | -14.3% | -2.6% | -11.7% | -14.5% |
| 6M | +6.2% | +7.6% | -1.4% | +6.0% |
| YTD | +50.6% | +59.6% | -9.0% | +59.5% |
| 1Y | +64.0% | +62.2% | +1.8% | +73.5% |
| All | +64.0% | +61.3% | +2.7% | +73.5% |
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