-38.1%
TWLO vs DOCN
+74.7%
-112.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.5% |
| 7D | -1.5% | -19.2% | +17.7% | +6.9% |
| 30D | -26.0% | -43.1% | +17.1% | -7.6% |
| 3M | +4.6% | -40.7% | +45.3% | +25.9% |
| 6M | +5.5% | -55.0% | +60.5% | +37.4% |
| YTD | +42.0% | +50.6% | -8.6% | -0.6% |
| 1Y | +58.5% | +54.0% | +4.5% | +9.1% |
| 3Y | +279.7% | +203.9% | +75.8% | +64.9% |
| 5Y | -35.0% | -29.4% | -5.6% | -53.8% |
| All | -38.1% | +74.7% | -112.8% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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