-27.4%
TWLO vs ROIV
+232.7%
-260.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.4% |
| 7D | -2.0% | +0.6% | -2.7% | -2.1% |
| 30D | +20.6% | +1.0% | +19.6% | +20.4% |
| 3M | -1.5% | +18.3% | -19.8% | -4.9% |
| 6M | +89.4% | +18.3% | +71.1% | +81.9% |
| YTD | +63.8% | +61.0% | +2.8% | +46.8% |
| 1Y | +119.7% | +177.9% | -58.2% | +75.4% |
| 3Y | +256.1% | +199.1% | +57.1% | +173.2% |
| 5Y | -36.6% | +250.7% | -287.3% | -59.4% |
| All | -27.4% | +232.7% | -260.0% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling