-35.5%
TWLO vs OWL
+32.0%
-67.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.0% |
| 7D | -1.2% | -3.9% | +2.7% | +0.6% |
| 30D | -6.4% | -3.7% | -2.7% | -4.9% |
| 3M | +6.3% | +21.4% | -15.1% | -3.1% |
| 6M | +76.4% | +18.3% | +58.1% | +61.8% |
| YTD | +58.8% | -20.1% | +78.9% | +72.1% |
| 1Y | +107.1% | -32.8% | +139.9% | +139.8% |
| 3Y | +245.0% | +8.6% | +236.4% | +204.4% |
| 5Y | -36.0% | -4.5% | -31.5% | -44.7% |
| All | -35.5% | +32.0% | -67.4% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling