+263.1%
TWLO vs DAR
+32.2%
+230.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.7% |
| 7D | +5.6% | +9.2% | -3.6% | +3.9% |
| 30D | -24.6% | -12.3% | -12.4% | -23.0% |
| 3M | -14.0% | -12.7% | -1.2% | -12.3% |
| 6M | +10.1% | -12.8% | +22.8% | +11.8% |
| YTD | +49.2% | +53.8% | -4.6% | +34.4% |
| 1Y | +65.2% | +60.3% | +5.0% | +47.1% |
| All | +263.1% | +32.2% | +230.9% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling