-32.3%
TWLO vs RRX
+17.8%
-50.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.0% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -7.8% | -6.1% | -1.7% | -5.8% |
| 3M | +10.0% | -23.1% | +33.1% | +18.5% |
| 6M | +79.5% | -19.5% | +99.0% | +84.6% |
| YTD | +59.8% | +16.1% | +43.8% | +34.5% |
| 1Y | +121.7% | +12.9% | +108.7% | +87.2% |
| 3Y | +240.8% | +7.9% | +232.9% | +174.0% |
| All | -32.3% | +17.8% | -50.2% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 5y: compounded portfolio wealth divided by compounded RRX 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…
5y analysis · Full analysis span regression · 6 months rolling