+684.6%
TWLO vs ROK
+333.6%
+351.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.5% |
| 7D | -1.2% | +2.8% | -4.0% | -2.5% |
| 30D | -6.4% | -2.4% | -4.0% | -5.4% |
| 3M | +6.3% | -4.7% | +11.0% | +7.8% |
| 6M | +76.4% | +16.8% | +59.7% | +60.4% |
| YTD | +58.8% | +11.4% | +47.4% | +46.9% |
| 1Y | +107.1% | +26.2% | +80.9% | +79.4% |
| 3Y | +245.0% | +51.9% | +193.1% | +162.6% |
| 5Y | -36.0% | +46.4% | -82.3% | -51.6% |
| 10Y | +293.2% | +343.5% | -50.3% | +71.9% |
| All | +684.6% | +333.6% | +351.0% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling