+119.7%
TWLO vs DRI
+6.9%
+112.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.3% |
| 7D | -2.0% | +0.6% | -2.6% | -1.8% |
| 30D | +20.6% | +3.8% | +16.7% | +21.9% |
| 3M | -1.5% | +13.0% | -14.6% | +2.4% |
| 6M | +89.4% | +8.3% | +81.1% | +95.1% |
| YTD | +63.8% | +20.6% | +43.2% | +67.2% |
| 1Y | +119.7% | +6.5% | +113.3% | +116.7% |
| All | +119.7% | +6.9% | +112.8% | +116.7% |
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