+709.2%
TWLO vs RL
+340.1%
+369.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.2% | -3.8% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | +20.6% | -7.8% | +28.3% | +23.7% |
| 3M | -1.5% | -4.0% | +2.5% | -1.1% |
| 6M | +89.4% | -1.9% | +91.3% | +86.6% |
| YTD | +63.8% | -0.2% | +64.0% | +59.9% |
| 1Y | +119.7% | +10.7% | +109.1% | +106.0% |
| 3Y | +256.1% | +210.8% | +45.4% | +128.3% |
| 5Y | -36.6% | +238.2% | -274.8% | -61.0% |
| 10Y | +304.3% | +313.4% | -9.0% | +122.0% |
| All | +709.2% | +340.1% | +369.1% | +321.0% |
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