-34.4%
TWLO vs DOCN
+91.6%
-126.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | +0.2% | -12.1% | +12.3% | +5.0% |
| 30D | -26.0% | -41.0% | +15.0% | -8.9% |
| 3M | -14.3% | -38.7% | +24.4% | +1.5% |
| 6M | +6.2% | -51.5% | +57.7% | +34.5% |
| YTD | +50.6% | +65.3% | -14.7% | +1.4% |
| 1Y | +64.0% | +53.9% | +10.1% | +13.6% |
| 3Y | +264.1% | +215.6% | +48.5% | +56.9% |
| 5Y | -27.9% | -26.2% | -1.8% | -50.0% |
| All | -34.4% | +91.6% | -126.0% | -69.0% |
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