+662.3%
TWLO vs UAL
+158.7%
+503.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | +2.8% | +2.3% | +0.5% | +2.3% |
| 30D | -22.4% | +13.3% | -35.7% | -24.6% |
| 3M | -14.2% | -6.3% | -8.0% | -13.3% |
| 6M | +10.5% | +22.5% | -12.0% | +3.8% |
| YTD | +54.3% | +5.9% | +48.4% | +48.4% |
| 1Y | +68.0% | +24.7% | +43.3% | +55.1% |
| 3Y | +273.0% | +211.6% | +61.4% | +170.8% |
| 5Y | -26.3% | +130.6% | -156.9% | -44.4% |
| 10Y | +595.4% | +96.5% | +499.0% | +447.0% |
| All | +662.3% | +158.7% | +503.6% | +438.6% |
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