+644.0%
TWLO vs RL
+402.2%
+241.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +0.2% | +1.3% | -1.1% | -0.3% |
| 30D | -26.0% | +7.6% | -33.6% | -27.8% |
| 3M | -14.3% | -1.5% | -12.8% | -14.1% |
| 6M | +6.2% | +12.1% | -5.9% | +0.5% |
| YTD | +50.6% | +13.9% | +36.7% | +40.4% |
| 1Y | +64.0% | +20.7% | +43.4% | +49.5% |
| 3Y | +264.1% | +260.6% | +3.5% | +121.7% |
| 5Y | -27.9% | +248.9% | -276.8% | -56.5% |
| 10Y | +580.0% | +355.9% | +224.1% | +266.4% |
| All | +644.0% | +402.2% | +241.8% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling