-35.2%
TWLO vs DOC
-24.5%
-10.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.3% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | +20.6% | -4.8% | +25.3% | +23.0% |
| 3M | -1.5% | +6.9% | -8.4% | -4.7% |
| 6M | +89.4% | +20.7% | +68.7% | +71.7% |
| YTD | +63.8% | +34.1% | +29.6% | +40.2% |
| 1Y | +119.7% | +22.6% | +97.1% | +96.4% |
| 3Y | +256.1% | +20.8% | +235.3% | +213.6% |
| All | -35.2% | -24.5% | -10.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling