+264.1%
TWLO vs ROIV
+379.0%
-114.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.4% |
| 7D | +0.2% | +14.3% | -14.1% | -2.4% |
| 30D | -26.0% | +16.2% | -42.2% | -28.2% |
| 3M | -14.3% | +15.1% | -29.5% | -17.4% |
| 6M | +6.2% | +44.2% | -38.0% | -3.1% |
| YTD | +50.6% | +89.8% | -39.2% | +25.8% |
| 1Y | +64.0% | +94.6% | -30.6% | +35.7% |
| 3Y | +264.1% | +367.5% | -103.5% | +127.4% |
| All | +264.1% | +379.0% | -114.9% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling