+248.4%
TWLO vs RY
+159.8%
+88.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -2.0% | +3.1% | -5.1% | -3.7% |
| 30D | +20.6% | -0.3% | +20.9% | +20.7% |
| 3M | -1.5% | +8.7% | -10.2% | -6.9% |
| 6M | +89.4% | +28.5% | +60.9% | +59.8% |
| YTD | +63.8% | +25.1% | +38.7% | +40.5% |
| 1Y | +119.7% | +46.3% | +73.4% | +68.1% |
| All | +248.4% | +159.8% | +88.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling