-33.5%
TWLO vs DOCS
-54.3%
+20.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -28.6% | +7.8% | -36.4% | -30.4% |
| 3M | -14.4% | +20.0% | -34.3% | -19.9% |
| 6M | +2.4% | +26.5% | -24.1% | -8.2% |
| YTD | +45.3% | -25.8% | +71.0% | +53.9% |
| 1Y | +61.8% | -39.5% | +101.3% | +82.6% |
| 3Y | +269.0% | +60.3% | +208.7% | +134.0% |
| 5Y | -33.5% | -57.0% | +23.6% | -31.2% |
| All | -33.5% | -54.3% | +20.9% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling