-45.7%
RDDT vs TWLO
+60.3%
-106.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.1% | +6.1% | +6.0% |
| 7D | -24.4% | -15.9% | -8.5% | -17.1% |
| 30D | -32.3% | -29.0% | -3.2% | -21.4% |
| 3M | -36.3% | +10.0% | -46.3% | -39.3% |
| 6M | -39.7% | +12.6% | -52.3% | -44.3% |
| YTD | -55.7% | +50.1% | -105.8% | -64.7% |
| 1Y | -45.7% | +64.3% | -110.0% | -61.6% |
| All | -45.7% | +60.3% | -106.0% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling