+179.4%
RCL vs TWLO
+238.8%
-59.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.4% |
| 7D | -0.5% | -1.2% | +0.8% | -0.3% |
| 30D | -17.3% | -6.4% | -11.0% | -16.4% |
| 3M | -2.8% | +6.3% | -9.0% | -5.1% |
| 6M | -4.4% | +76.4% | -80.8% | -19.6% |
| YTD | -4.2% | +58.8% | -63.0% | -17.8% |
| 1Y | -23.4% | +107.1% | -130.5% | -39.8% |
| 3Y | +179.4% | +245.0% | -65.6% | +82.7% |
| All | +179.4% | +238.8% | -59.4% | +82.7% |
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