+633.6%
TWLO vs ROL
+254.4%
+379.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -1.7% |
| 7D | +4.5% | +3.0% | +1.6% | +3.1% |
| 30D | -22.1% | +19.8% | -41.9% | -29.0% |
| 3M | -15.3% | +7.9% | -23.2% | -19.3% |
| 6M | +9.7% | -25.6% | +35.3% | +25.5% |
| YTD | +48.5% | -34.1% | +82.6% | +79.0% |
| 1Y | +70.3% | -31.4% | +101.7% | +100.4% |
| 3Y | +261.4% | +4.7% | +256.7% | +222.8% |
| 5Y | -30.6% | +15.6% | -46.2% | -43.4% |
| 10Y | +569.2% | +220.6% | +348.6% | +187.9% |
| All | +633.6% | +254.4% | +379.2% | +183.8% |
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