-26.7%
RIOT vs TWLO
-33.6%
+6.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.3% |
| 7D | -1.5% | -2.4% | +0.9% | -0.4% |
| 30D | +5.7% | -7.8% | +13.5% | +9.5% |
| 3M | -17.9% | +10.0% | -27.9% | -25.5% |
| 6M | +45.0% | +79.5% | -34.5% | -4.3% |
| YTD | +69.5% | +59.8% | +9.6% | +17.7% |
| 1Y | +37.2% | +121.7% | -84.5% | -23.0% |
| 3Y | +111.7% | +240.8% | -129.1% | -17.1% |
| All | -26.7% | -33.6% | +6.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling