+301.0%
TWLO vs DAR
+366.1%
-65.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.0% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -7.8% | +2.6% | -10.5% | -8.9% |
| 3M | +10.0% | +14.2% | -4.2% | +4.6% |
| 6M | +79.5% | +17.2% | +62.3% | +69.0% |
| YTD | +59.8% | +80.9% | -21.0% | +30.2% |
| 1Y | +121.7% | +104.0% | +17.7% | +71.6% |
| 3Y | +240.8% | +3.6% | +237.2% | +219.1% |
| 5Y | -33.6% | -7.8% | -25.8% | -37.5% |
| All | +301.0% | +366.1% | -65.1% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling