+64.3%
TWLO vs ROP
+10.4%
+53.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -1.8% |
| 7D | -15.9% | +11.7% | -27.6% | -20.2% |
| 30D | -29.0% | +35.5% | -64.5% | -40.1% |
| 3M | +10.0% | +25.6% | -15.6% | -2.3% |
| 6M | +12.6% | +39.3% | -26.7% | -8.7% |
| YTD | +50.1% | +11.6% | +38.5% | +35.5% |
| 1Y | +64.3% | +10.6% | +53.7% | +48.9% |
| All | +64.3% | +10.4% | +53.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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