+684.6%
TWLO vs RRC
-2.2%
+686.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | -6.4% | +9.4% | -15.8% | -7.4% |
| 3M | +6.3% | +7.4% | -1.1% | +5.2% |
| 6M | +76.4% | +1.5% | +75.0% | +75.7% |
| YTD | +58.8% | +19.4% | +39.4% | +55.0% |
| 1Y | +107.1% | +24.2% | +82.9% | +100.9% |
| 3Y | +245.0% | +32.8% | +212.2% | +230.2% |
| 5Y | -36.0% | +152.9% | -188.9% | -43.2% |
| 10Y | +293.2% | +3.9% | +289.3% | +292.2% |
| All | +684.6% | -2.2% | +686.8% | +707.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling