-31.5%
RIVN vs TWLO
+246.3%
-277.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +1.8% | -2.4% | +4.3% | +2.5% |
| 30D | +0.6% | -7.8% | +8.4% | +2.9% |
| 3M | +3.2% | +10.0% | -6.9% | -0.9% |
| 6M | -3.7% | +79.5% | -83.2% | -24.0% |
| YTD | -18.7% | +59.8% | -78.5% | -33.4% |
| 1Y | +14.7% | +121.7% | -106.9% | -18.1% |
| 3Y | -31.5% | +240.8% | -272.3% | -64.0% |
| All | -31.5% | +246.3% | -277.8% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling