+301.0%
TWLO vs ROK
+357.9%
-57.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.4% |
| 7D | -2.4% | -1.2% | -1.2% | -1.9% |
| 30D | -7.8% | -4.8% | -3.0% | -5.7% |
| 3M | +10.0% | -6.1% | +16.1% | +12.6% |
| 6M | +79.5% | +15.5% | +64.0% | +64.1% |
| YTD | +59.8% | +11.2% | +48.7% | +48.0% |
| 1Y | +121.7% | +23.8% | +97.8% | +94.2% |
| 3Y | +240.8% | +53.1% | +187.7% | +159.0% |
| 5Y | -33.6% | +48.3% | -81.9% | -50.1% |
| All | +301.0% | +357.9% | -57.0% | +94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling