+307.6%
TWLO vs ROL
+210.1%
+97.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.9% | -3.2% | -0.7% | -2.3% |
| 30D | -9.7% | -6.6% | -3.1% | -6.6% |
| 3M | +11.6% | -27.3% | +38.9% | +30.4% |
| 6M | +84.7% | -38.1% | +122.8% | +132.9% |
| YTD | +62.5% | -41.8% | +104.3% | +109.8% |
| 1Y | +121.7% | -37.8% | +159.5% | +173.8% |
| 3Y | +253.0% | -0.3% | +253.3% | +222.0% |
| 5Y | -32.5% | -5.1% | -27.4% | -38.7% |
| All | +307.6% | +210.1% | +97.5% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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