+633.6%
TWLO vs RL
+385.5%
+248.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +4.5% | +2.6% | +2.0% | +3.6% |
| 30D | -22.1% | +2.9% | -25.0% | -22.9% |
| 3M | -15.3% | 0.0% | -15.3% | -15.5% |
| 6M | +9.7% | +17.1% | -7.4% | +2.2% |
| YTD | +48.5% | +10.1% | +38.4% | +40.0% |
| 1Y | +70.3% | +17.3% | +53.0% | +56.7% |
| 3Y | +261.4% | +249.3% | +12.1% | +122.4% |
| 5Y | -30.6% | +240.9% | -271.5% | -57.7% |
| 10Y | +569.2% | +337.3% | +232.0% | +266.7% |
| All | +633.6% | +385.5% | +248.1% | +268.8% |
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