-4.5%
DASH vs TWLO
-35.3%
+30.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.3% |
| 7D | -4.8% | -0.5% | -4.3% | -4.5% |
| 30D | -7.9% | -28.6% | +20.7% | +4.9% |
| 3M | -16.3% | -14.4% | -2.0% | -13.9% |
| 6M | +10.4% | +2.4% | +7.9% | +1.4% |
| YTD | -20.1% | +45.3% | -65.4% | -39.5% |
| 1Y | -11.4% | +61.8% | -73.3% | -36.6% |
| 3Y | +114.1% | +269.0% | -154.9% | -12.9% |
| 5Y | -5.8% | -33.5% | +27.7% | -2.1% |
| All | -4.5% | -35.3% | +30.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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