+925.8%
RKLB vs TWLO
+252.1%
+673.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -2.9% | -3.9% | +1.0% | -1.6% |
| 30D | -22.6% | -9.7% | -12.9% | -19.9% |
| 3M | -41.0% | +11.6% | -52.6% | -44.1% |
| 6M | -10.1% | +84.7% | -94.8% | -34.5% |
| YTD | -11.2% | +62.5% | -73.7% | -32.3% |
| 1Y | +34.2% | +121.7% | -87.5% | -13.6% |
| All | +925.8% | +252.1% | +673.8% | +381.8% |
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