+240.8%
TWLO vs RIO
+88.2%
+152.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | -2.4% | -3.2% | +0.8% | -1.6% |
| 30D | -7.8% | +0.9% | -8.7% | -8.3% |
| 3M | +10.0% | -1.4% | +11.5% | +10.4% |
| 6M | +79.5% | +10.9% | +68.5% | +72.2% |
| YTD | +59.8% | +31.2% | +28.6% | +42.8% |
| 1Y | +121.7% | +67.9% | +53.8% | +78.8% |
| 3Y | +240.8% | +88.8% | +152.0% | +147.4% |
| All | +240.8% | +88.2% | +152.6% | +147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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