+465.7%
TWLO vs DBX
+16.6%
+449.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.1% |
| 7D | -1.2% | -1.3% | +0.1% | -0.2% |
| 30D | -6.4% | -2.9% | -3.5% | -4.5% |
| 3M | +6.3% | +23.8% | -17.6% | -8.8% |
| 6M | +76.4% | +26.2% | +50.2% | +48.6% |
| YTD | +58.8% | +21.6% | +37.2% | +37.4% |
| 1Y | +107.1% | +11.4% | +95.6% | +87.7% |
| 3Y | +245.0% | +21.3% | +223.7% | +180.0% |
| 5Y | -36.0% | +6.7% | -42.6% | -43.7% |
| All | +465.7% | +16.6% | +449.1% | +326.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling