-35.6%
TWLO vs RVTY
-34.2%
-1.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.8% |
| 7D | +0.2% | -5.4% | +5.6% | +2.9% |
| 30D | -9.1% | +6.7% | -15.9% | -12.3% |
| 3M | +11.0% | +19.0% | -8.0% | +0.6% |
| 6M | +79.4% | +34.6% | +44.7% | +50.1% |
| YTD | +59.7% | +28.3% | +31.5% | +35.9% |
| 1Y | +112.3% | +46.0% | +66.3% | +67.3% |
| 3Y | +247.0% | +16.9% | +230.1% | +189.0% |
| 5Y | -35.6% | -32.9% | -2.7% | -21.8% |
| All | -35.6% | -34.2% | -1.4% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling