+709.2%
TWLO vs DOC
+13.7%
+695.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.5% |
| 7D | -2.0% | -1.5% | -0.5% | -1.5% |
| 30D | +20.6% | -4.8% | +25.3% | +22.5% |
| 3M | -1.5% | +6.9% | -8.4% | -4.0% |
| 6M | +89.4% | +20.7% | +68.7% | +75.8% |
| YTD | +63.8% | +34.1% | +29.6% | +46.1% |
| 1Y | +119.7% | +22.6% | +97.1% | +102.1% |
| 3Y | +256.1% | +20.8% | +235.3% | +224.2% |
| 5Y | -36.6% | -24.9% | -11.7% | -33.6% |
| 10Y | +304.3% | -1.8% | +306.2% | +322.8% |
| All | +709.2% | +13.7% | +695.6% | +587.5% |
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