+254.7%
TWLO vs DOCN
+324.7%
-70.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.0% |
| 7D | -2.0% | +1.1% | -3.2% | -2.4% |
| 30D | +20.6% | -9.6% | +30.2% | +23.4% |
| 3M | -1.5% | -37.7% | +36.1% | +10.9% |
| 6M | +89.4% | +115.2% | -25.8% | +33.7% |
| YTD | +63.8% | +133.7% | -69.9% | +11.0% |
| 1Y | +119.7% | +250.2% | -130.4% | +26.4% |
| All | +254.7% | +324.7% | -70.1% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling