+9.7%
TWLO vs DRI
+17.3%
-7.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.3% |
| 7D | +4.5% | +1.1% | +3.5% | +4.9% |
| 30D | -22.1% | +9.7% | -31.8% | -19.3% |
| 3M | -15.3% | +3.2% | -18.5% | -14.1% |
| 6M | +9.7% | +20.6% | -10.9% | +23.1% |
| All | +9.7% | +17.3% | -7.6% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling