+64.0%
TWLO vs DOCN
+58.0%
+6.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | +0.2% | -12.1% | +12.3% | +3.2% |
| 30D | -26.0% | -41.0% | +15.0% | -16.5% |
| 3M | -14.3% | -38.7% | +24.4% | -4.9% |
| 6M | +6.2% | -51.5% | +57.7% | +23.5% |
| YTD | +50.6% | +65.3% | -14.7% | +19.6% |
| 1Y | +64.0% | +53.9% | +10.1% | +35.3% |
| All | +64.0% | +58.0% | +6.0% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling