-38.5%
TWLO vs DOCN
+70.4%
-108.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -15.9% | +10.0% | +0.7% |
| 7D | -16.9% | -29.3% | +12.4% | -4.3% |
| 30D | -28.3% | -46.0% | +17.7% | -8.5% |
| 3M | +4.0% | -43.2% | +47.2% | +27.5% |
| 6M | +2.8% | -53.7% | +56.5% | +31.9% |
| YTD | +41.3% | +46.9% | -5.6% | -0.1% |
| 1Y | +52.9% | +54.3% | -1.4% | +5.0% |
| 3Y | +271.5% | +185.5% | +85.9% | +66.2% |
| 5Y | -35.3% | -31.1% | -4.2% | -53.6% |
| All | -38.5% | +70.4% | -108.8% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling