+709.2%
TWLO vs ROL
+225.2%
+484.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.3% |
| 7D | -2.0% | -1.4% | -0.6% | -1.3% |
| 30D | +20.6% | -4.1% | +24.7% | +23.3% |
| 3M | -1.5% | -22.5% | +21.0% | +11.3% |
| 6M | +89.4% | -37.7% | +127.1% | +138.6% |
| YTD | +63.8% | -39.6% | +103.4% | +107.9% |
| 1Y | +119.7% | -36.0% | +155.7% | +168.0% |
| 3Y | +256.1% | -5.1% | +261.3% | +235.1% |
| 5Y | -36.6% | -3.4% | -33.2% | -42.8% |
| 10Y | +304.3% | +215.2% | +89.1% | +76.8% |
| All | +709.2% | +225.2% | +484.0% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling