+373.8%
RCL vs TWLO
+780.4%
-406.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.2% | +4.5% | -5.7% | -2.1% |
| 30D | +17.8% | -22.1% | +39.9% | +23.4% |
| 3M | +4.9% | -15.3% | +20.3% | +7.0% |
| 6M | +23.7% | +9.7% | +14.1% | +17.4% |
| YTD | +17.8% | +48.5% | -30.7% | +2.7% |
| 1Y | +28.9% | +70.3% | -41.4% | +8.9% |
| 3Y | +241.9% | +261.4% | -19.5% | +136.0% |
| 5Y | +295.4% | -30.6% | +326.0% | +247.3% |
| 10Y | +344.1% | +569.2% | -225.1% | +156.7% |
| All | +373.8% | +780.4% | -406.6% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling