+76.6%
TWLO vs RVMD
+636.2%
-559.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | -9.1% | +0.3% | -9.5% | -9.3% |
| 3M | +11.0% | +38.9% | -27.9% | +2.6% |
| 6M | +79.4% | +108.1% | -28.7% | +47.7% |
| YTD | +59.7% | +160.7% | -101.0% | +21.4% |
| 1Y | +112.3% | +407.3% | -295.0% | +34.7% |
| 3Y | +247.0% | +546.6% | -299.6% | +93.1% |
| 5Y | -35.6% | +579.8% | -615.4% | -68.1% |
| All | +76.6% | +636.2% | -559.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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