-28.6%
TWLO vs DOCN
+171.0%
-199.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.3% |
| 7D | -2.0% | +1.1% | -3.2% | -2.5% |
| 30D | +20.6% | -9.6% | +30.2% | +24.4% |
| 3M | -1.5% | -37.7% | +36.1% | +14.8% |
| 6M | +89.4% | +115.2% | -25.8% | +19.0% |
| YTD | +63.8% | +133.7% | -69.9% | -2.5% |
| 1Y | +119.7% | +250.2% | -130.4% | +5.8% |
| 3Y | +256.1% | +320.3% | -64.2% | +38.1% |
| 5Y | -36.6% | +53.1% | -89.7% | -65.8% |
| All | -28.6% | +171.0% | -199.7% | -70.2% |
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 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