+641.6%
TWLO vs DOC
+12.2%
+629.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -1.1% |
| 7D | -15.9% | +8.7% | -24.6% | -18.2% |
| 30D | -29.0% | +7.6% | -36.7% | -30.9% |
| 3M | +10.0% | -5.3% | +15.3% | +11.6% |
| 6M | +12.6% | +27.6% | -15.0% | +2.1% |
| YTD | +50.1% | +32.4% | +17.7% | +34.0% |
| 1Y | +64.3% | +22.9% | +41.4% | +50.5% |
| 3Y | +294.6% | +43.1% | +251.5% | +238.1% |
| 5Y | -31.9% | -21.4% | -10.5% | -29.6% |
| 10Y | +576.3% | +16.8% | +559.4% | +517.7% |
| All | +641.6% | +12.2% | +629.4% | +530.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling