+153.0%
DASH vs TWLO
+261.2%
-108.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.8% |
| 7D | -10.6% | -2.0% | -8.5% | -10.1% |
| 30D | +2.2% | +20.6% | -18.4% | -4.4% |
| 3M | +32.3% | -1.5% | +33.8% | +31.3% |
| 6M | +19.1% | +89.4% | -70.3% | -5.8% |
| YTD | -6.5% | +63.8% | -70.3% | -23.0% |
| 1Y | -14.9% | +119.7% | -134.6% | -36.8% |
| All | +153.0% | +261.2% | -108.1% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling