-31.6%
TWLO vs ROIV
+298.6%
-330.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | +2.8% | +9.5% | -6.7% | +1.0% |
| 30D | -22.4% | +21.0% | -43.3% | -25.2% |
| 3M | -14.2% | +18.7% | -33.0% | -17.7% |
| 6M | +10.5% | +44.5% | -34.0% | +1.5% |
| YTD | +54.3% | +92.9% | -38.6% | +32.6% |
| 1Y | +68.0% | +100.2% | -32.2% | +43.1% |
| 3Y | +273.0% | +375.0% | -102.0% | +163.3% |
| 5Y | -26.3% | +435.2% | -461.5% | -56.7% |
| All | -31.6% | +298.6% | -330.2% | -56.8% |
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