+286.4%
RCL vs TWLO
+871.2%
-584.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | -5.1% | -2.0% | -3.1% | -4.7% |
| 30D | -19.0% | +20.6% | -39.6% | -23.0% |
| 3M | -9.6% | -1.5% | -8.0% | -10.4% |
| 6M | -6.7% | +89.4% | -96.1% | -21.3% |
| YTD | -3.9% | +63.8% | -67.7% | -16.8% |
| 1Y | -25.1% | +119.7% | -144.8% | -39.8% |
| 3Y | +179.1% | +256.1% | -77.0% | +96.0% |
| 5Y | +243.3% | -36.6% | +279.9% | +206.8% |
| 10Y | +325.8% | +304.3% | +21.4% | +157.8% |
| All | +286.4% | +871.2% | -584.8% | +110.6% |
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 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