+64.3%
TWLO vs RIG
+43.0%
+21.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.6% | +7.5% | +0.4% |
| 7D | -15.9% | -18.8% | +2.9% | -14.7% |
| 30D | -29.0% | -1.1% | -28.0% | -29.5% |
| 3M | +10.0% | +4.4% | +5.6% | +8.4% |
| 6M | +12.6% | -20.8% | +33.3% | +12.6% |
| YTD | +50.1% | +32.0% | +18.1% | +47.9% |
| 1Y | +64.3% | +39.7% | +24.5% | +58.1% |
| All | +64.3% | +43.0% | +21.2% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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