+119.7%
TWLO vs ROK
+29.3%
+90.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +20.6% | -3.3% | +23.9% | +21.4% |
| 3M | -1.5% | -5.9% | +4.3% | -0.4% |
| 6M | +89.4% | +13.9% | +75.6% | +80.2% |
| YTD | +63.8% | +12.6% | +51.2% | +54.4% |
| 1Y | +119.7% | +28.6% | +91.1% | +89.5% |
| All | +119.7% | +29.3% | +90.4% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling