+121.7%
TWLO vs RBRK
+5.6%
+116.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.4% |
| 7D | -2.4% | -7.5% | +5.1% | +1.3% |
| 30D | -7.8% | -10.4% | +2.6% | -3.9% |
| 3M | +10.0% | +21.3% | -11.2% | -2.2% |
| 6M | +79.5% | +50.6% | +28.8% | +42.1% |
| YTD | +59.8% | +13.3% | +46.5% | +40.2% |
| 1Y | +121.7% | +11.2% | +110.4% | +98.0% |
| All | +121.7% | +5.6% | +116.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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