+689.1%
TWLO vs XOP
+62.4%
+626.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -9.1% | +10.8% | -20.0% | -11.8% |
| 3M | +11.0% | +19.5% | -8.5% | +5.3% |
| 6M | +79.4% | +21.6% | +57.8% | +68.6% |
| YTD | +59.7% | +55.8% | +3.9% | +39.6% |
| 1Y | +112.3% | +54.6% | +57.7% | +85.6% |
| 3Y | +247.0% | +36.6% | +210.3% | +209.7% |
| 5Y | -35.6% | +160.6% | -196.2% | -52.0% |
| 10Y | +305.7% | +56.2% | +249.5% | +260.6% |
| All | +689.1% | +62.4% | +626.7% | +599.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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