+261.4%
TWLO vs RRC
+60.0%
+201.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +4.5% | +6.4% | -1.8% | +3.3% |
| 30D | -22.1% | +23.9% | -46.0% | -25.8% |
| 3M | -15.3% | +30.2% | -45.5% | -20.3% |
| 6M | +9.7% | +26.3% | -16.6% | +3.8% |
| YTD | +48.5% | +48.1% | +0.4% | +33.7% |
| 1Y | +70.3% | +37.7% | +32.7% | +56.0% |
| 3Y | +261.4% | +60.3% | +201.1% | +246.6% |
| All | +261.4% | +60.0% | +201.5% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling