+261.4%
TWLO vs DPZ
-4.7%
+266.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.9% |
| 7D | +4.5% | +2.2% | +2.3% | +4.2% |
| 30D | -22.1% | +15.5% | -37.6% | -24.2% |
| 3M | -15.3% | -2.0% | -13.3% | -15.0% |
| 6M | +9.7% | +12.1% | -2.5% | +5.9% |
| YTD | +48.5% | -16.6% | +65.1% | +54.7% |
| 1Y | +70.3% | -14.6% | +84.9% | +76.2% |
| 3Y | +261.4% | -4.1% | +265.6% | +258.4% |
| All | +261.4% | -4.7% | +266.1% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling