-30.6%
TWLO vs DOCN
-29.3%
-1.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.3% |
| 7D | +4.5% | +19.1% | -14.5% | -3.3% |
| 30D | -22.1% | -21.0% | -1.1% | -14.5% |
| 3M | -15.3% | -34.7% | +19.4% | -1.4% |
| 6M | +9.7% | -45.8% | +55.4% | +32.8% |
| YTD | +48.5% | +79.4% | -30.9% | -6.0% |
| 1Y | +70.3% | +91.0% | -20.7% | +4.2% |
| 3Y | +261.4% | +237.5% | +24.0% | +42.2% |
| All | -30.6% | -29.3% | -1.3% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling