+245.0%
TWLO vs DAR
+14.9%
+230.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -6.0% | -3.6% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -6.4% | +13.0% | -19.3% | -9.0% |
| 3M | +6.3% | +15.0% | -8.7% | +2.5% |
| 6M | +76.4% | +26.8% | +49.6% | +66.6% |
| YTD | +58.8% | +86.4% | -27.6% | +37.4% |
| 1Y | +107.1% | +115.1% | -8.0% | +71.6% |
| 3Y | +245.0% | +14.6% | +230.4% | +233.2% |
| All | +245.0% | +14.9% | +230.1% | +233.2% |
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