+254.5%
RCL vs TWLO
+275.2%
-20.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.8% |
| 7D | +0.6% | +2.8% | -2.2% | +0.1% |
| 30D | +19.4% | -22.4% | +41.8% | +24.2% |
| 3M | +9.8% | -14.2% | +24.0% | +11.2% |
| 6M | +28.6% | +10.5% | +18.1% | +21.9% |
| YTD | +22.2% | +54.3% | -32.1% | +4.4% |
| 1Y | +29.7% | +68.0% | -38.3% | +8.1% |
| All | +254.5% | +275.2% | -20.8% | +140.6% |
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