+240.6%
TWLO vs ROL
-1.5%
+242.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | +0.2% | -3.3% | +3.5% | +0.9% |
| 30D | -9.1% | -7.2% | -1.9% | -7.7% |
| 3M | +11.0% | -27.0% | +38.0% | +17.7% |
| 6M | +79.4% | -39.5% | +118.9% | +98.8% |
| YTD | +59.7% | -41.8% | +101.5% | +77.8% |
| 1Y | +112.3% | -38.9% | +151.2% | +131.7% |
| All | +240.6% | -1.5% | +242.0% | +207.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling