+30.0%
RKLB vs TWLO
+117.0%
-87.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -2.0% | -2.4% | +0.4% | -1.7% |
| 30D | -22.4% | -7.8% | -14.6% | -21.5% |
| 3M | -45.2% | +10.0% | -55.2% | -46.4% |
| 6M | -12.5% | +79.5% | -92.0% | -25.0% |
| YTD | -9.8% | +59.8% | -69.6% | -19.6% |
| 1Y | +30.0% | +121.7% | -91.7% | +4.3% |
| All | +30.0% | +117.0% | -87.0% | +4.3% |
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