+246.5%
TWLO vs DBX
+25.2%
+221.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | -3.9% | -1.8% | -2.1% | -2.9% |
| 30D | -9.7% | +2.8% | -12.5% | -11.0% |
| 3M | +11.6% | +26.8% | -15.2% | -2.4% |
| 6M | +84.7% | +32.8% | +51.9% | +56.4% |
| YTD | +62.5% | +26.1% | +36.4% | +41.3% |
| 1Y | +121.7% | +14.1% | +107.6% | +101.2% |
| All | +246.5% | +25.2% | +221.3% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling