+85.4%
DVN vs TWLO
+863.4%
-778.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +2.5% | -3.9% | +6.4% | +3.0% |
| 30D | +10.2% | -9.7% | +19.9% | +11.5% |
| 3M | +8.1% | +11.6% | -3.5% | +5.8% |
| 6M | +15.9% | +84.7% | -68.8% | +4.9% |
| YTD | +38.2% | +62.5% | -24.2% | +26.9% |
| 1Y | +44.5% | +121.7% | -77.2% | +26.3% |
| 3Y | +5.1% | +253.0% | -247.8% | -16.5% |
| 5Y | +124.3% | -32.5% | +156.8% | +113.1% |
| 10Y | +65.9% | +312.7% | -246.8% | +4.5% |
| All | +85.4% | +863.4% | -778.0% | +4.3% |
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