-26.3%
TWLO vs RCAT
+68.2%
-94.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.3% |
| 7D | +2.8% | +7.2% | -4.4% | +1.9% |
| 30D | -22.4% | -20.4% | -1.9% | -21.1% |
| 3M | -14.2% | -59.8% | +45.5% | -8.0% |
| 6M | +10.5% | -61.9% | +72.4% | +18.0% |
| YTD | +54.3% | -45.9% | +100.2% | +57.1% |
| 1Y | +68.0% | -50.5% | +118.5% | +71.4% |
| 3Y | +273.0% | +387.5% | -114.5% | +186.7% |
| 5Y | -26.3% | +70.9% | -97.3% | -35.6% |
| All | -26.3% | +68.2% | -94.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling