+576.0%
TWLO vs DAR
+307.1%
+269.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -4.0% |
| 7D | +5.6% | +9.2% | -3.6% | +2.7% |
| 30D | -24.6% | -12.3% | -12.4% | -21.7% |
| 3M | -14.0% | -12.7% | -1.2% | -11.1% |
| 6M | +10.1% | -12.8% | +22.8% | +13.4% |
| YTD | +49.2% | +53.8% | -4.6% | +27.2% |
| 1Y | +65.2% | +60.3% | +5.0% | +38.6% |
| 3Y | +260.7% | +31.7% | +228.9% | +206.2% |
| 5Y | -30.2% | -27.7% | -2.5% | -28.8% |
| All | +576.0% | +307.1% | +269.0% | +225.1% |
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