+15.9%
DVN vs TWLO
+82.0%
-66.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +2.1% |
| 7D | +2.5% | -3.9% | +6.4% | +2.6% |
| 30D | +10.2% | -9.7% | +19.9% | +10.4% |
| 3M | +8.1% | +11.6% | -3.5% | +8.0% |
| 6M | +15.9% | +84.7% | -68.8% | +22.3% |
| All | +15.9% | +82.0% | -66.1% | +22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling