+689.1%
TWLO vs RNG
+240.9%
+448.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +0.2% | -4.1% | +4.2% | +2.5% |
| 30D | -9.1% | +8.6% | -17.8% | -13.3% |
| 3M | +11.0% | +78.0% | -67.0% | -22.0% |
| 6M | +79.4% | +67.0% | +12.3% | +30.7% |
| YTD | +59.7% | +142.4% | -82.7% | -10.3% |
| 1Y | +112.3% | +120.4% | -8.1% | +25.1% |
| 3Y | +247.0% | +122.1% | +124.8% | +86.1% |
| 5Y | -35.6% | -69.8% | +34.3% | +0.7% |
| 10Y | +305.7% | +223.4% | +82.3% | +81.7% |
| All | +689.1% | +240.9% | +448.3% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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