-35.6%
TWLO vs DRI
+68.4%
-104.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.4% |
| 7D | +0.2% | -4.8% | +5.0% | +2.7% |
| 30D | -9.1% | -3.9% | -5.2% | -7.8% |
| 3M | +11.0% | +5.1% | +5.9% | +6.7% |
| 6M | +79.4% | +5.5% | +73.9% | +69.9% |
| YTD | +59.7% | +16.5% | +43.3% | +39.2% |
| 1Y | +112.3% | +2.0% | +110.3% | +100.9% |
| 3Y | +247.0% | +54.5% | +192.5% | +133.4% |
| 5Y | -35.6% | +66.6% | -102.2% | -63.4% |
| All | -35.6% | +68.4% | -104.0% | -63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling