+561.9%
TWLO vs DOC
+15.7%
+546.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -1.5% | +6.5% | -7.9% | -3.4% |
| 30D | -26.0% | +9.2% | -35.2% | -28.2% |
| 3M | +4.6% | -2.5% | +7.1% | +5.0% |
| 6M | +5.5% | +7.1% | -1.5% | +2.5% |
| YTD | +42.0% | +33.0% | +9.0% | +27.0% |
| 1Y | +58.5% | +23.3% | +35.2% | +45.3% |
| 3Y | +279.7% | +44.9% | +234.7% | +225.2% |
| 5Y | -35.0% | -21.6% | -13.3% | -33.0% |
| All | +561.9% | +15.7% | +546.2% | +536.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling