+576.0%
TWLO vs RL
+342.1%
+233.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +5.6% | +2.4% | +3.2% | +4.7% |
| 30D | -24.6% | +4.6% | -29.2% | -25.8% |
| 3M | -14.0% | -1.1% | -12.8% | -13.8% |
| 6M | +10.1% | +16.5% | -6.5% | +2.9% |
| YTD | +49.2% | +11.4% | +37.8% | +40.4% |
| 1Y | +65.2% | +16.1% | +49.1% | +53.0% |
| 3Y | +260.7% | +252.6% | +8.0% | +124.3% |
| 5Y | -30.2% | +244.9% | -275.1% | -57.2% |
| All | +576.0% | +342.1% | +233.9% | +242.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling