-34.5%
RBLX vs TWLO
-39.0%
+4.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.1% |
| 7D | +5.1% | -2.4% | +7.5% | +6.1% |
| 30D | +28.0% | -7.8% | +35.8% | +32.0% |
| 3M | +4.6% | +10.0% | -5.4% | -3.1% |
| 6M | -24.7% | +79.5% | -104.1% | -49.8% |
| YTD | -43.8% | +59.8% | -103.7% | -60.6% |
| 1Y | -65.8% | +121.7% | -187.5% | -80.6% |
| 3Y | +59.4% | +240.8% | -181.4% | -39.5% |
| 5Y | -48.2% | -33.6% | -14.6% | -46.7% |
| All | -34.5% | -39.0% | +4.5% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 10y: compounded portfolio wealth divided by compounded TWLO 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…
10y analysis · Full analysis span regression · 6 months rolling