-5.2%
DASH vs TWLO
-36.7%
+31.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | +0.4% | -1.5% | +1.8% | +1.1% |
| 30D | -6.0% | -26.0% | +20.0% | +5.3% |
| 3M | -15.8% | +4.6% | -20.3% | -22.1% |
| 6M | +7.0% | +5.5% | +1.4% | -3.3% |
| YTD | -20.7% | +42.0% | -62.7% | -39.4% |
| 1Y | -8.5% | +58.5% | -67.0% | -34.0% |
| 3Y | +101.8% | +279.7% | -177.9% | -19.6% |
| 5Y | -9.6% | -35.0% | +25.4% | -5.1% |
| All | -5.2% | -36.7% | +31.5% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling