-65.8%
RBLX vs TWLO
+117.0%
-182.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.4% |
| 7D | +5.1% | -2.4% | +7.5% | +5.1% |
| 30D | +28.0% | -7.8% | +35.8% | +28.2% |
| 3M | +4.6% | +10.0% | -5.4% | +3.9% |
| 6M | -24.7% | +79.5% | -104.1% | -28.8% |
| YTD | -43.8% | +59.8% | -103.7% | -46.9% |
| 1Y | -65.8% | +121.7% | -187.5% | -70.2% |
| All | -65.8% | +117.0% | -182.8% | -70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling