+689.7%
TWLO vs RRX
+229.2%
+460.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.9% |
| 3M | +10.0% | -23.1% | +33.1% | +18.5% |
| 6M | +79.5% | -19.5% | +99.0% | +85.3% |
| YTD | +59.8% | +16.1% | +43.8% | +38.4% |
| 1Y | +121.7% | +12.9% | +108.7% | +92.6% |
| 3Y | +240.8% | +7.9% | +232.9% | +185.0% |
| 5Y | -33.6% | +19.1% | -52.7% | -47.3% |
| 10Y | +306.0% | +225.8% | +80.2% | +84.0% |
| All | +689.7% | +229.2% | +460.5% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling