+572.9%
TWLO vs DRI
+331.7%
+241.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.5% | +1.1% | +3.5% | +4.2% |
| 30D | -22.1% | +9.7% | -31.8% | -24.4% |
| 3M | -15.3% | +3.2% | -18.5% | -16.6% |
| 6M | +9.7% | +20.6% | -10.9% | +2.2% |
| YTD | +48.5% | +28.3% | +20.2% | +33.9% |
| 1Y | +70.3% | +34.5% | +35.8% | +51.0% |
| 3Y | +261.4% | +66.5% | +194.9% | +196.3% |
| 5Y | -30.6% | +79.6% | -110.2% | -44.6% |
| All | +572.9% | +331.7% | +241.1% | +346.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling