+307.6%
TWLO vs RVTY
+139.0%
+168.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +3.1% |
| 7D | -3.9% | -7.4% | +3.5% | +0.5% |
| 30D | -9.7% | +4.5% | -14.2% | -12.4% |
| 3M | +11.6% | +19.5% | -7.9% | -1.2% |
| 6M | +84.7% | +34.1% | +50.6% | +49.5% |
| YTD | +62.5% | +25.3% | +37.2% | +35.8% |
| 1Y | +121.7% | +47.0% | +74.7% | +66.1% |
| 3Y | +253.0% | +14.1% | +238.8% | +186.8% |
| 5Y | -32.5% | -34.6% | +2.1% | -18.4% |
| All | +307.6% | +139.0% | +168.6% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling