+19.8%
DDOG vs TWLO
+60.3%
-40.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.4% |
| 7D | -32.2% | -15.9% | -16.3% | -26.0% |
| 30D | -31.7% | -29.0% | -2.7% | -19.1% |
| 3M | -34.5% | +10.0% | -44.5% | -38.8% |
| 6M | +28.7% | +12.6% | +16.1% | +17.5% |
| YTD | +38.8% | +50.1% | -11.3% | -1.3% |
| 1Y | +19.8% | +64.3% | -44.5% | -13.5% |
| All | +19.8% | +60.3% | -40.5% | -13.5% |
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 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