+64.3%
TWLO vs OWL
-28.0%
+92.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.2% |
| 7D | -15.9% | +10.1% | -26.0% | -18.8% |
| 30D | -29.0% | +18.7% | -47.8% | -33.6% |
| 3M | +10.0% | -6.2% | +16.2% | +13.2% |
| 6M | +12.6% | +9.8% | +2.8% | +8.9% |
| YTD | +50.1% | -24.2% | +74.3% | +55.1% |
| 1Y | +64.3% | -26.6% | +90.8% | +69.3% |
| All | +64.3% | -28.0% | +92.3% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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