-84.1%
RIVN vs TWLO
-25.1%
-58.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | +0.9% | -3.9% | +4.8% | +2.6% |
| 30D | -1.9% | -9.7% | +7.8% | +2.4% |
| 3M | +8.7% | +11.6% | -2.9% | +1.0% |
| 6M | -3.0% | +84.7% | -87.6% | -33.2% |
| YTD | -18.6% | +62.5% | -81.1% | -40.7% |
| 1Y | +15.4% | +121.7% | -106.3% | -30.1% |
| 3Y | -30.5% | +253.0% | -283.5% | -71.4% |
| All | -84.1% | -25.1% | -58.9% | -80.2% |
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 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