+240.6%
TWLO vs DRI
+54.2%
+186.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +0.2% | -4.8% | +5.0% | +1.2% |
| 30D | -9.1% | -3.9% | -5.2% | -8.6% |
| 3M | +11.0% | +5.1% | +5.9% | +9.1% |
| 6M | +79.4% | +5.5% | +73.9% | +75.2% |
| YTD | +59.7% | +16.5% | +43.3% | +48.0% |
| 1Y | +112.3% | +2.0% | +110.3% | +107.6% |
| All | +240.6% | +54.2% | +186.4% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling