+572.9%
TWLO vs ROP
+185.2%
+387.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.8% |
| 7D | +4.5% | +0.7% | +3.8% | +4.0% |
| 30D | -22.1% | +28.8% | -50.9% | -36.8% |
| 3M | -15.3% | +21.1% | -36.4% | -28.2% |
| 6M | +9.7% | +52.5% | -42.9% | -23.0% |
| YTD | +48.5% | +8.9% | +39.6% | +34.9% |
| 1Y | +70.3% | +8.2% | +62.1% | +55.5% |
| 3Y | +261.4% | -5.2% | +266.6% | +262.6% |
| 5Y | -30.6% | +1.7% | -32.3% | -34.2% |
| All | +572.9% | +185.2% | +387.7% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling