-28.0%
TWLO vs ROIV
+289.9%
-317.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.1% |
| 7D | -3.9% | +19.0% | -22.9% | -7.5% |
| 30D | -9.7% | +16.1% | -25.8% | -12.7% |
| 3M | +11.6% | +44.1% | -32.5% | +3.3% |
| 6M | +84.7% | +37.8% | +46.8% | +71.4% |
| YTD | +62.5% | +88.7% | -26.2% | +40.6% |
| 1Y | +121.7% | +197.3% | -75.6% | +74.1% |
| 3Y | +253.0% | +224.9% | +28.1% | +165.6% |
| 5Y | -32.5% | +311.0% | -343.5% | -58.3% |
| All | -28.0% | +289.9% | -317.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling