+240.8%
TWLO vs DVA
+89.6%
+151.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -7.8% | 0.0% | -7.8% | -7.8% |
| 3M | +10.0% | -10.9% | +21.0% | +10.6% |
| 6M | +79.5% | +17.3% | +62.2% | +76.5% |
| YTD | +59.8% | +59.8% | 0.0% | +49.3% |
| 1Y | +121.7% | +36.3% | +85.4% | +115.3% |
| 3Y | +240.8% | +88.6% | +152.2% | +203.3% |
| All | +240.8% | +89.6% | +151.2% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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