+64.3%
TWLO vs NVDX
-27.2%
+91.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.2% | +6.0% | +1.1% |
| 7D | -15.9% | -14.1% | -1.8% | -13.3% |
| 30D | -29.0% | -31.3% | +2.3% | -24.3% |
| 3M | +10.0% | -16.2% | +26.2% | +13.6% |
| 6M | +12.6% | -11.9% | +24.4% | +15.5% |
| YTD | +50.1% | -9.4% | +59.5% | +49.8% |
| 1Y | +64.3% | -23.9% | +88.1% | +67.5% |
| All | +64.3% | -27.2% | +91.5% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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