+64.3%
TWLO vs RL
+34.3%
+29.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -0.2% |
| 7D | -15.9% | +5.8% | -21.6% | -15.9% |
| 30D | -29.0% | +12.7% | -41.8% | -29.1% |
| 3M | +10.0% | +9.3% | +0.7% | +9.7% |
| 6M | +12.6% | +16.9% | -4.4% | +12.2% |
| YTD | +50.1% | +17.5% | +32.6% | +47.6% |
| 1Y | +64.3% | +34.6% | +29.6% | +47.9% |
| All | +64.3% | +34.3% | +29.9% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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