+684.6%
TWLO vs ROST
+363.1%
+321.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -6.4% | -10.0% | +3.6% | -2.2% |
| 3M | +6.3% | +1.2% | +5.1% | +5.1% |
| 6M | +76.4% | +8.9% | +67.5% | +67.9% |
| YTD | +58.8% | +28.1% | +30.7% | +39.8% |
| 1Y | +107.1% | +53.0% | +54.1% | +68.1% |
| 3Y | +245.0% | +97.9% | +147.1% | +146.5% |
| 5Y | -36.0% | +112.0% | -147.9% | -56.9% |
| 10Y | +293.2% | +303.0% | -9.8% | +106.9% |
| All | +684.6% | +363.1% | +321.5% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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