+119.7%
TWLO vs ROP
-21.5%
+141.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -0.7% |
| 7D | -2.0% | -4.4% | +2.4% | +1.1% |
| 30D | +20.6% | +3.2% | +17.3% | +18.4% |
| 3M | -1.5% | +23.1% | -24.6% | -15.9% |
| 6M | +89.4% | +13.3% | +76.1% | +71.5% |
| YTD | +63.8% | -7.9% | +71.6% | +64.7% |
| 1Y | +119.7% | -22.1% | +141.8% | +138.6% |
| All | +119.7% | -21.5% | +141.2% | +138.6% |
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