+489.1%
DDOG vs TWLO
+94.3%
+394.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.6% |
| 7D | +3.9% | -2.4% | +6.3% | +5.2% |
| 30D | -8.2% | -7.8% | -0.4% | -4.2% |
| 3M | -5.6% | +10.0% | -15.6% | -12.1% |
| 6M | +73.5% | +79.5% | -6.0% | +22.8% |
| YTD | +62.7% | +59.8% | +2.8% | +22.7% |
| 1Y | +59.0% | +121.7% | -62.7% | -0.8% |
| 3Y | +117.1% | +240.8% | -123.7% | -2.3% |
| 5Y | +61.3% | -33.6% | +94.9% | +56.9% |
| All | +489.1% | +94.3% | +394.8% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling