+121.1%
DDOG vs TWLO
+246.1%
-124.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +6.9% |
| 7D | +7.7% | +0.2% | +7.5% | +7.5% |
| 30D | -13.6% | -9.1% | -4.5% | -9.9% |
| 3M | -0.9% | +11.0% | -11.9% | -6.8% |
| 6M | +75.2% | +79.4% | -4.1% | +31.0% |
| YTD | +65.7% | +59.7% | +5.9% | +30.2% |
| 1Y | +60.4% | +112.3% | -51.9% | +10.6% |
| All | +121.1% | +246.1% | -124.9% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling