+709.2%
TWLO vs ROP
+152.8%
+556.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.4% | -0.3% |
| 7D | -2.0% | -4.4% | +2.4% | +1.6% |
| 30D | +20.6% | +3.2% | +17.3% | +17.8% |
| 3M | -1.5% | +23.1% | -24.6% | -17.4% |
| 6M | +89.4% | +13.3% | +76.1% | +70.6% |
| YTD | +63.8% | -7.9% | +71.6% | +72.3% |
| 1Y | +119.7% | -22.1% | +141.8% | +163.0% |
| 3Y | +256.1% | -16.8% | +272.9% | +302.5% |
| 5Y | -36.6% | -13.5% | -23.0% | -30.7% |
| 10Y | +304.3% | +137.7% | +166.7% | +90.4% |
| All | +709.2% | +152.8% | +556.5% | +263.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling