-33.6%
TWLO vs RIG
+56.9%
-90.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | +0.2% | -8.2% | +8.4% | +1.9% |
| 30D | -9.1% | -0.2% | -9.0% | -9.3% |
| 3M | +11.0% | -2.7% | +13.7% | +11.2% |
| 6M | +79.4% | -7.5% | +86.8% | +80.1% |
| YTD | +59.7% | +38.3% | +21.5% | +46.2% |
| 1Y | +112.3% | +81.8% | +30.5% | +81.4% |
| 3Y | +247.0% | -30.2% | +277.2% | +245.8% |
| All | -33.6% | +56.9% | -90.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling