+709.2%
TWLO vs DAR
+335.2%
+374.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.8% |
| 7D | -2.0% | +1.4% | -3.4% | -2.6% |
| 30D | +20.6% | +12.8% | +7.8% | +15.2% |
| 3M | -1.5% | +7.4% | -8.9% | -4.6% |
| 6M | +89.4% | +22.3% | +67.2% | +75.4% |
| YTD | +63.8% | +81.1% | -17.3% | +32.4% |
| 1Y | +119.7% | +106.5% | +13.2% | +67.6% |
| 3Y | +256.1% | +5.3% | +250.8% | +230.3% |
| 5Y | -36.6% | -11.5% | -25.0% | -39.6% |
| 10Y | +304.3% | +353.3% | -49.0% | +67.9% |
| All | +709.2% | +335.2% | +374.1% | +263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling