+245.0%
TWLO vs RL
+211.8%
+33.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -1.2% | +1.9% | -3.1% | -1.8% |
| 30D | -6.4% | -12.2% | +5.8% | -2.6% |
| 3M | +6.3% | -6.6% | +12.9% | +7.5% |
| 6M | +76.4% | +3.2% | +73.3% | +69.9% |
| YTD | +58.8% | -1.3% | +60.1% | +55.0% |
| 1Y | +107.1% | +13.6% | +93.5% | +89.2% |
| 3Y | +245.0% | +210.9% | +34.1% | +98.1% |
| All | +245.0% | +211.8% | +33.1% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling