+64.3%
TWLO vs DRI
+34.0%
+30.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | +1.7% |
| 7D | -15.9% | +6.5% | -22.4% | -13.9% |
| 30D | -29.0% | +16.4% | -45.5% | -25.1% |
| 3M | +10.0% | +13.6% | -3.6% | +15.5% |
| 6M | +12.6% | +22.0% | -9.4% | +21.6% |
| YTD | +50.1% | +29.3% | +20.8% | +57.0% |
| 1Y | +64.3% | +32.0% | +32.2% | +69.2% |
| All | +64.3% | +34.0% | +30.3% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling