+64.3%
DDOG vs TWLO
-35.3%
+99.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.3% |
| 3M | -0.9% | +11.0% | -11.9% | -8.1% |
| 6M | +75.2% | +79.4% | -4.1% | +24.1% |
| YTD | +65.7% | +59.7% | +5.9% | +25.0% |
| 1Y | +60.4% | +112.3% | -51.9% | +2.4% |
| 3Y | +130.7% | +247.0% | -116.3% | +1.6% |
| All | +64.3% | -35.3% | +99.6% | +54.6% |
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