+459.9%
DDOG vs TWLO
+93.1%
+366.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | +0.3% |
| 7D | -6.1% | -1.2% | -4.9% | -5.6% |
| 30D | -10.1% | -6.4% | -3.8% | -6.9% |
| 3M | -9.3% | +6.3% | -15.5% | -14.0% |
| 6M | +67.2% | +76.4% | -9.3% | +19.4% |
| YTD | +54.6% | +58.8% | -4.2% | +17.0% |
| 1Y | +54.1% | +107.1% | -53.0% | -0.3% |
| 3Y | +115.3% | +245.0% | -129.7% | -3.8% |
| 5Y | +50.6% | -36.0% | +86.6% | +49.4% |
| All | +459.9% | +93.1% | +366.8% | +187.3% |
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