+333.1%
RCL vs TWLO
+312.8%
+20.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | -1.9% | -2.4% | +0.5% | -1.4% |
| 30D | -15.5% | -7.8% | -7.7% | -14.2% |
| 3M | -9.7% | +10.0% | -19.7% | -12.7% |
| 6M | -8.7% | +79.5% | -88.2% | -22.4% |
| YTD | -5.8% | +59.8% | -65.6% | -18.3% |
| 1Y | -24.5% | +121.7% | -146.1% | -39.8% |
| 3Y | +173.9% | +240.8% | -66.9% | +92.1% |
| 5Y | +228.0% | -33.6% | +261.6% | +190.1% |
| All | +333.1% | +312.8% | +20.3% | +157.0% |
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