+598.0%
TWLO vs DOC
+11.9%
+586.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.6% | -5.8% |
| 7D | -16.9% | +6.2% | -23.2% | -18.6% |
| 30D | -28.3% | +6.5% | -34.8% | -29.9% |
| 3M | +4.0% | -6.2% | +10.2% | +5.8% |
| 6M | +2.8% | +25.6% | -22.8% | -6.3% |
| YTD | +41.3% | +32.1% | +9.2% | +26.2% |
| 1Y | +52.9% | +20.3% | +32.6% | +41.2% |
| 3Y | +271.5% | +42.7% | +228.7% | +218.5% |
| 5Y | -35.3% | -22.2% | -13.1% | -33.0% |
| 10Y | +536.6% | +16.5% | +520.0% | +481.9% |
| All | +598.0% | +11.9% | +586.1% | +494.1% |
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