+9.5%
DVN vs TWLO
+246.3%
-236.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.6% |
| 7D | +4.5% | -2.4% | +6.9% | +4.7% |
| 30D | +12.0% | -7.8% | +19.8% | +12.7% |
| 3M | +13.4% | +10.0% | +3.4% | +11.9% |
| 6M | +12.1% | +79.5% | -67.4% | +4.7% |
| YTD | +38.8% | +59.8% | -21.0% | +31.1% |
| 1Y | +46.0% | +121.7% | -75.6% | +31.2% |
| 3Y | +9.5% | +240.8% | -231.3% | -7.9% |
| All | +9.5% | +246.3% | -236.8% | -7.9% |
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