+709.2%
TWLO vs UAL
+143.5%
+565.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.7% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +20.6% | -16.1% | +36.7% | +25.3% |
| 3M | -1.5% | +6.1% | -7.7% | -3.5% |
| 6M | +89.4% | +10.8% | +78.6% | +81.6% |
| YTD | +63.8% | -0.4% | +64.2% | +60.2% |
| 1Y | +119.7% | +5.0% | +114.7% | +111.5% |
| 3Y | +256.1% | +124.0% | +132.1% | +178.7% |
| 5Y | -36.6% | +141.0% | -177.5% | -52.0% |
| 10Y | +304.3% | +118.0% | +186.3% | +208.1% |
| All | +709.2% | +143.5% | +565.8% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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