+684.6%
TWLO vs DLR
+154.7%
+529.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -1.2% | +3.4% | -4.6% | -2.6% |
| 30D | -6.4% | -2.2% | -4.2% | -5.6% |
| 3M | +6.3% | +4.7% | +1.6% | +3.1% |
| 6M | +76.4% | +9.0% | +67.4% | +67.4% |
| YTD | +58.8% | +24.1% | +34.7% | +41.4% |
| 1Y | +107.1% | +20.9% | +86.1% | +85.7% |
| 3Y | +245.0% | +60.0% | +184.9% | +165.7% |
| 5Y | -36.0% | +35.3% | -71.2% | -48.3% |
| 10Y | +293.2% | +165.8% | +127.4% | +142.9% |
| All | +684.6% | +154.7% | +529.9% | +411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling