+637.1%
TWLO vs OVV
+97.6%
+539.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.6% |
| 7D | +5.6% | +6.5% | -0.9% | +4.7% |
| 30D | -24.6% | -2.7% | -22.0% | -24.5% |
| 3M | -14.0% | +3.1% | -17.1% | -14.6% |
| 6M | +10.1% | +12.8% | -2.7% | +7.6% |
| YTD | +49.2% | +68.1% | -18.9% | +36.9% |
| 1Y | +65.2% | +73.6% | -8.4% | +50.7% |
| 3Y | +260.7% | +57.6% | +203.1% | +228.7% |
| 5Y | -30.2% | +104.5% | -134.8% | -39.7% |
| 10Y | +572.4% | +58.4% | +514.0% | +438.7% |
| All | +637.1% | +97.6% | +539.5% | +448.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling