+644.0%
TWLO vs RBA
+238.7%
+405.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +0.2% | +3.2% | -3.0% | -0.9% |
| 30D | -26.0% | +12.0% | -38.0% | -29.2% |
| 3M | -14.3% | +2.9% | -17.2% | -15.6% |
| 6M | +6.2% | -6.3% | +12.5% | +7.3% |
| YTD | +50.6% | -5.9% | +56.5% | +50.9% |
| 1Y | +64.0% | -3.9% | +67.9% | +63.0% |
| 3Y | +264.1% | +64.9% | +199.2% | +187.5% |
| 5Y | -27.9% | +48.5% | -76.4% | -42.3% |
| 10Y | +580.0% | +211.8% | +368.2% | +279.6% |
| All | +644.0% | +238.7% | +405.3% | +354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 all: compounded portfolio wealth divided by compounded RBA 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…
all analysis · Full analysis span regression · 6 months rolling