-12.2%
DASH vs TWLO
+61.4%
-73.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.6% |
| 7D | -4.1% | +5.6% | -9.7% | -4.9% |
| 30D | -10.6% | -24.6% | +14.0% | -6.8% |
| 3M | -18.8% | -14.0% | -4.8% | -18.2% |
| 6M | +11.2% | +10.1% | +1.1% | +4.2% |
| YTD | -23.8% | +49.2% | -73.0% | -39.1% |
| 1Y | -12.2% | +65.2% | -77.4% | -30.3% |
| All | -12.2% | +61.4% | -73.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling