+684.6%
TWLO vs RVTY
+143.9%
+540.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -1.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.5% |
| 30D | -6.4% | +10.8% | -17.2% | -12.3% |
| 3M | +6.3% | +26.8% | -20.5% | -9.4% |
| 6M | +76.4% | +39.3% | +37.1% | +39.6% |
| YTD | +58.8% | +31.6% | +27.2% | +28.8% |
| 1Y | +107.1% | +47.7% | +59.4% | +54.8% |
| 3Y | +245.0% | +19.9% | +225.1% | +171.8% |
| 5Y | -36.0% | -32.3% | -3.6% | -23.8% |
| 10Y | +293.2% | +138.4% | +154.8% | +71.3% |
| All | +684.6% | +143.9% | +540.7% | +232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling