-32.5%
TWLO vs RIO
+90.3%
-122.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.2% | +5.9% | +2.9% |
| 7D | -3.9% | -3.4% | -0.5% | -3.0% |
| 30D | -9.7% | +0.6% | -10.3% | -10.0% |
| 3M | +11.6% | +2.5% | +9.1% | +10.3% |
| 6M | +84.7% | +10.8% | +73.9% | +77.6% |
| YTD | +62.5% | +30.5% | +32.0% | +47.3% |
| 1Y | +121.7% | +68.1% | +53.6% | +84.5% |
| 3Y | +253.0% | +94.0% | +158.9% | +177.1% |
| 5Y | -32.5% | +92.0% | -124.5% | -45.1% |
| All | -32.5% | +90.3% | -122.8% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling