-27.1%
RKT vs TWLO
-16.6%
-10.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.4% |
| 7D | -6.3% | -2.4% | -3.8% | -5.6% |
| 30D | -6.2% | -7.8% | +1.6% | -4.2% |
| 3M | -1.9% | +10.0% | -11.9% | -5.5% |
| 6M | -13.0% | +79.5% | -92.5% | -29.1% |
| YTD | -31.9% | +59.8% | -91.8% | -43.1% |
| 1Y | -37.6% | +121.7% | -159.2% | -53.2% |
| 3Y | +36.8% | +240.8% | -204.0% | -16.2% |
| 5Y | -9.7% | -33.6% | +23.9% | -26.5% |
| All | -27.1% | -16.6% | -10.5% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling