+307.6%
TWLO vs DRI
+348.7%
-41.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -3.9% | -4.8% | +0.9% | -2.4% |
| 30D | -9.7% | -5.2% | -4.5% | -8.5% |
| 3M | +11.6% | +2.7% | +8.9% | +10.0% |
| 6M | +84.7% | +3.6% | +81.1% | +80.4% |
| YTD | +62.5% | +15.4% | +47.1% | +52.0% |
| 1Y | +121.7% | +1.3% | +120.5% | +115.9% |
| 3Y | +253.0% | +53.1% | +199.9% | +198.7% |
| 5Y | -32.5% | +64.6% | -97.0% | -44.3% |
| All | +307.6% | +348.7% | -41.1% | +207.4% |
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