+633.6%
TWLO vs RIG
-52.2%
+685.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.0% |
| 7D | +4.5% | +5.7% | -1.2% | +3.8% |
| 30D | -22.1% | -0.7% | -21.4% | -22.3% |
| 3M | -15.3% | -3.1% | -12.2% | -15.4% |
| 6M | +9.7% | -16.3% | +26.0% | +11.4% |
| YTD | +48.5% | +34.1% | +14.3% | +40.6% |
| 1Y | +70.3% | +38.2% | +32.2% | +60.4% |
| 3Y | +261.4% | -15.3% | +276.7% | +250.4% |
| 5Y | -30.6% | +62.5% | -93.0% | -39.6% |
| 10Y | +569.2% | -46.6% | +615.8% | +445.8% |
| All | +633.6% | -52.2% | +685.9% | +512.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling