+261.4%
TWLO vs RCAT
+331.8%
-70.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +3.0% | -0.2% |
| 7D | +4.5% | -5.9% | +10.5% | +5.0% |
| 30D | -22.1% | -19.7% | -2.4% | -20.9% |
| 3M | -15.3% | -62.9% | +47.5% | -9.2% |
| 6M | +9.7% | -59.6% | +69.2% | +16.2% |
| YTD | +48.5% | -52.1% | +100.6% | +52.9% |
| 1Y | +70.3% | -50.9% | +121.2% | +74.2% |
| 3Y | +261.4% | +333.8% | -72.4% | +223.2% |
| All | +261.4% | +331.8% | -70.4% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 3y: compounded portfolio wealth divided by compounded RCAT 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…
3y analysis · Full analysis span regression · 6 months rolling