+469.4%
TWLO vs DBX
+22.6%
+446.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.6% |
| 7D | -2.4% | +2.1% | -4.5% | -3.8% |
| 30D | -7.8% | +5.7% | -13.6% | -11.2% |
| 3M | +10.0% | +31.8% | -21.8% | -9.4% |
| 6M | +79.5% | +37.5% | +42.0% | +42.8% |
| YTD | +59.8% | +27.9% | +31.9% | +33.6% |
| 1Y | +121.7% | +15.0% | +106.6% | +96.8% |
| 3Y | +240.8% | +27.2% | +213.6% | +167.9% |
| 5Y | -33.6% | +12.8% | -46.4% | -43.8% |
| All | +469.4% | +22.6% | +446.8% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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