+65.7%
RIOT vs TWLO
+123.2%
-57.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.6% |
| 7D | +14.8% | -2.0% | +16.8% | +15.1% |
| 30D | +1.4% | +20.6% | -19.2% | -2.2% |
| 3M | -20.6% | -1.5% | -19.1% | -19.7% |
| 6M | +31.9% | +89.4% | -57.5% | +7.6% |
| YTD | +72.1% | +63.8% | +8.3% | +42.9% |
| 1Y | +65.7% | +119.7% | -54.1% | +26.2% |
| All | +65.7% | +123.2% | -57.6% | +26.2% |
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