+307.6%
TWLO vs DPZ
+145.4%
+162.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -3.9% | -8.6% | +4.7% | -0.2% |
| 30D | -9.7% | -11.2% | +1.5% | -5.3% |
| 3M | +11.6% | +1.4% | +10.2% | +9.4% |
| 6M | +84.7% | -19.9% | +104.6% | +99.8% |
| YTD | +62.5% | -23.0% | +85.5% | +78.5% |
| 1Y | +121.7% | -28.2% | +149.9% | +150.3% |
| 3Y | +253.0% | -14.2% | +267.2% | +254.2% |
| 5Y | -32.5% | -33.4% | +0.9% | -25.1% |
| All | +307.6% | +145.4% | +162.2% | +177.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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