+59.4%
RBLX vs TWLO
+246.3%
-186.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +5.1% | -2.4% | +7.5% | +5.5% |
| 30D | +28.0% | -7.8% | +35.8% | +29.8% |
| 3M | +4.6% | +10.0% | -5.4% | +1.3% |
| 6M | -24.7% | +79.5% | -104.1% | -38.0% |
| YTD | -43.8% | +59.8% | -103.7% | -52.4% |
| 1Y | -65.8% | +121.7% | -187.5% | -74.4% |
| 3Y | +59.4% | +240.8% | -181.4% | -9.7% |
| All | +59.4% | +246.3% | -186.9% | -9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling