-36.0%
TWLO vs RL
+241.4%
-277.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.5% |
| 7D | -1.2% | +1.9% | -3.1% | -2.1% |
| 30D | -6.4% | -12.2% | +5.8% | -0.6% |
| 3M | +6.3% | -6.6% | +12.9% | +8.3% |
| 6M | +76.4% | +3.2% | +73.3% | +67.4% |
| YTD | +58.8% | -1.3% | +60.1% | +53.3% |
| 1Y | +107.1% | +13.6% | +93.5% | +83.7% |
| 3Y | +245.0% | +210.9% | +34.1% | +58.7% |
| 5Y | -36.0% | +246.9% | -282.8% | -73.6% |
| All | -36.0% | +241.4% | -277.4% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling