-29.3%
DASH vs TWLO
-30.7%
+1.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -4.5% | +4.5% | -9.1% | -6.4% |
| 30D | -6.8% | -22.1% | +15.3% | +1.9% |
| 3M | -20.7% | -15.3% | -5.4% | -17.9% |
| 6M | +15.1% | +9.7% | +5.4% | +2.5% |
| YTD | -24.3% | +48.5% | -72.8% | -43.1% |
| 1Y | -12.1% | +70.3% | -82.5% | -38.4% |
| 3Y | +91.1% | +261.4% | -170.4% | -21.8% |
| All | -29.3% | -30.7% | +1.3% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling