+633.6%
TWLO vs DAR
+273.8%
+359.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +4.5% | +11.6% | -7.0% | +0.9% |
| 30D | -22.1% | -10.2% | -11.9% | -19.6% |
| 3M | -15.3% | -14.8% | -0.5% | -11.6% |
| 6M | +9.7% | -10.1% | +19.7% | +12.0% |
| YTD | +48.5% | +55.5% | -7.0% | +25.3% |
| 1Y | +70.3% | +61.7% | +8.7% | +41.4% |
| 3Y | +261.4% | +37.2% | +224.3% | +200.1% |
| 5Y | -30.6% | -26.9% | -3.6% | -29.4% |
| 10Y | +569.2% | +314.4% | +254.8% | +169.3% |
| All | +633.6% | +273.8% | +359.9% | +244.3% |
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