-35.5%
TWLO vs DOCS
-51.8%
+16.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -26.0% | +17.4% | -43.4% | -30.0% |
| 3M | +4.6% | +57.4% | -52.8% | -10.7% |
| 6M | +5.5% | +26.5% | -21.0% | -5.4% |
| YTD | +42.0% | -26.6% | +68.6% | +51.0% |
| 1Y | +58.5% | -48.1% | +106.5% | +87.3% |
| 3Y | +279.7% | +52.6% | +227.0% | +147.0% |
| All | -35.5% | -51.8% | +16.4% | -36.0% |
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