+246.5%
TWLO vs DLR
+55.5%
+190.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.3% |
| 7D | -3.9% | -1.3% | -2.6% | -3.5% |
| 30D | -9.7% | -2.9% | -6.8% | -9.0% |
| 3M | +11.6% | +3.2% | +8.4% | +9.5% |
| 6M | +84.7% | +3.9% | +80.8% | +79.8% |
| YTD | +62.5% | +21.4% | +41.1% | +48.0% |
| 1Y | +121.7% | +9.7% | +112.0% | +110.5% |
| All | +246.5% | +55.5% | +190.9% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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