-32.3%
TWLO vs DLR
+43.3%
-75.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.4% | -2.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -7.8% | -4.3% | -3.5% | -5.9% |
| 3M | +10.0% | +3.8% | +6.2% | +6.5% |
| 6M | +79.5% | +5.8% | +73.6% | +70.7% |
| YTD | +59.8% | +23.5% | +36.3% | +38.4% |
| 1Y | +121.7% | +11.1% | +110.6% | +103.5% |
| 3Y | +240.8% | +57.9% | +182.9% | +139.0% |
| All | -32.3% | +43.3% | -75.7% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling