+709.2%
TWLO vs DPZ
+203.0%
+506.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | +20.6% | -7.0% | +27.5% | +23.8% |
| 3M | -1.5% | +11.6% | -13.1% | -7.4% |
| 6M | +89.4% | -15.2% | +104.6% | +100.2% |
| YTD | +63.8% | -17.2% | +81.0% | +74.7% |
| 1Y | +119.7% | -24.8% | +144.6% | +143.9% |
| 3Y | +256.1% | -8.7% | +264.8% | +248.5% |
| 5Y | -36.6% | -28.9% | -7.6% | -31.4% |
| 10Y | +304.3% | +153.6% | +150.7% | +155.8% |
| All | +709.2% | +203.0% | +506.2% | +375.5% |
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