+121.7%
TWLO vs ROL
-38.5%
+160.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.9% | -3.2% | -0.7% | -3.9% |
| 30D | -9.7% | -6.6% | -3.1% | -9.7% |
| 3M | +11.6% | -27.3% | +38.9% | +8.7% |
| 6M | +84.7% | -38.1% | +122.8% | +79.0% |
| YTD | +62.5% | -41.8% | +104.3% | +57.5% |
| 1Y | +121.7% | -37.8% | +159.5% | +114.7% |
| All | +121.7% | -38.5% | +160.2% | +114.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling