+633.6%
TWLO vs DPZ
+205.5%
+428.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.5% |
| 7D | +4.5% | +2.2% | +2.3% | +3.5% |
| 30D | -22.1% | +15.5% | -37.6% | -27.0% |
| 3M | -15.3% | -2.0% | -13.3% | -15.4% |
| 6M | +9.7% | +12.1% | -2.5% | +2.1% |
| YTD | +48.5% | -16.6% | +65.1% | +56.6% |
| 1Y | +70.3% | -14.6% | +84.9% | +77.5% |
| 3Y | +261.4% | -4.1% | +265.6% | +243.3% |
| 5Y | -30.6% | -28.3% | -2.3% | -25.7% |
| 10Y | +569.2% | +141.3% | +428.0% | +335.7% |
| All | +633.6% | +205.5% | +428.2% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling