+39.0%
DVN vs TWLO
+60.3%
-21.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.4% |
| 7D | -13.9% | -15.9% | +1.9% | -13.9% |
| 30D | -8.0% | -29.0% | +21.0% | -7.9% |
| 3M | +0.8% | +10.0% | -9.2% | +0.8% |
| 6M | -12.8% | +12.6% | -25.3% | -12.6% |
| YTD | +22.7% | +50.1% | -27.4% | +25.2% |
| 1Y | +39.0% | +64.3% | -25.3% | +40.0% |
| All | +39.0% | +60.3% | -21.3% | +40.0% |
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