+572.9%
TWLO vs RVTY
+211.6%
+361.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.5% |
| 7D | +4.5% | -0.5% | +5.0% | +4.8% |
| 30D | -22.1% | +1.5% | -23.6% | -22.7% |
| 3M | -15.3% | +31.5% | -46.8% | -28.3% |
| 6M | +9.7% | +62.7% | -53.0% | -19.8% |
| YTD | +48.5% | +60.0% | -11.5% | +7.4% |
| 1Y | +70.3% | +65.7% | +4.6% | +20.1% |
| 3Y | +261.4% | +85.2% | +176.2% | +116.8% |
| 5Y | -30.6% | -14.9% | -15.7% | -28.0% |
| All | +572.9% | +211.6% | +361.3% | +196.0% |
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