-5.4%
RKT vs TWLO
-30.7%
+25.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -9.0% | +4.5% | -13.5% | -10.1% |
| 30D | +30.2% | -22.1% | +52.3% | +37.9% |
| 3M | -8.8% | -15.3% | +6.5% | -6.7% |
| 6M | -0.9% | +9.7% | -10.6% | -8.1% |
| YTD | -29.2% | +48.5% | -77.7% | -41.8% |
| 1Y | -20.1% | +70.3% | -90.4% | -37.3% |
| 3Y | +81.3% | +261.4% | -180.1% | -0.6% |
| All | -5.4% | -30.7% | +25.3% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling