+70.3%
TWLO vs RRC
+36.3%
+34.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +4.5% | +6.4% | -1.8% | +4.4% |
| 30D | -22.1% | +23.9% | -46.0% | -22.3% |
| 3M | -15.3% | +30.2% | -45.5% | -15.6% |
| 6M | +9.7% | +26.3% | -16.6% | +9.6% |
| YTD | +48.5% | +48.1% | +0.4% | +46.2% |
| 1Y | +70.3% | +37.7% | +32.7% | +65.8% |
| All | +70.3% | +36.3% | +34.1% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling