+644.0%
TWLO vs OVV
+87.6%
+556.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.8% | +3.4% |
| 7D | +0.2% | -7.3% | +7.5% | +1.3% |
| 30D | -26.0% | -3.6% | -22.4% | -25.8% |
| 3M | -14.3% | -2.6% | -11.7% | -14.3% |
| 6M | +6.2% | +7.6% | -1.4% | +4.5% |
| YTD | +50.6% | +59.6% | -9.0% | +39.2% |
| 1Y | +64.0% | +62.2% | +1.8% | +51.1% |
| 3Y | +264.1% | +49.6% | +214.5% | +234.3% |
| 5Y | -27.9% | +98.9% | -126.9% | -37.4% |
| 10Y | +580.0% | +45.1% | +534.9% | +454.8% |
| All | +644.0% | +87.6% | +556.5% | +457.3% |
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