+7.4%
DASH vs TWLO
-36.3%
+43.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.1% | -1.5% | -3.3% |
| 7D | -10.6% | -2.0% | -8.5% | -9.9% |
| 30D | +2.2% | +20.6% | -18.4% | -7.9% |
| 3M | +32.3% | -1.5% | +33.8% | +29.9% |
| 6M | +19.1% | +89.4% | -70.3% | -15.9% |
| YTD | -6.5% | +63.8% | -70.3% | -30.0% |
| 1Y | -14.9% | +119.7% | -134.6% | -45.6% |
| 3Y | +151.9% | +256.1% | -104.2% | +11.6% |
| All | +7.4% | -36.3% | +43.8% | +15.5% |
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