-35.6%
TWLO vs ROL
-6.0%
-29.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.0% |
| 7D | +0.2% | -3.3% | +3.5% | +1.5% |
| 30D | -9.1% | -7.2% | -1.9% | -6.5% |
| 3M | +11.0% | -27.0% | +38.0% | +25.1% |
| 6M | +79.4% | -39.5% | +118.9% | +118.0% |
| YTD | +59.7% | -41.8% | +101.5% | +95.9% |
| 1Y | +112.3% | -38.9% | +151.2% | +152.6% |
| 3Y | +247.0% | -0.4% | +247.3% | +206.8% |
| 5Y | -35.6% | -4.2% | -31.4% | -49.7% |
| All | -35.6% | -6.0% | -29.6% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling