-45.4%
TWLO vs DOCS
-19.0%
-26.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.5% | +2.6% | +2.0% | +3.8% |
| 30D | -22.1% | +11.4% | -33.5% | -24.5% |
| 3M | -15.3% | +25.4% | -40.7% | -20.9% |
| 6M | +9.7% | +42.5% | -32.9% | -3.0% |
| YTD | +48.5% | -24.7% | +73.2% | +55.0% |
| 1Y | +70.3% | -32.9% | +103.3% | +82.9% |
| 3Y | +261.4% | +39.6% | +221.8% | +174.6% |
| 5Y | -30.6% | -54.6% | +24.1% | -36.0% |
| All | -45.4% | -19.0% | -26.3% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling