+301.0%
TWLO vs RRC
+4.6%
+296.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -2.4% | -2.0% | -0.4% | -2.2% |
| 30D | -7.8% | +2.4% | -10.2% | -8.1% |
| 3M | +10.0% | +8.6% | +1.5% | +8.8% |
| 6M | +79.5% | -1.4% | +80.9% | +79.3% |
| YTD | +59.8% | +17.3% | +42.5% | +56.3% |
| 1Y | +121.7% | +18.1% | +103.5% | +116.3% |
| 3Y | +240.8% | +32.8% | +208.0% | +226.2% |
| 5Y | -33.6% | +147.6% | -181.2% | -41.0% |
| All | +301.0% | +4.6% | +296.3% | +295.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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