+689.1%
TWLO vs DVA
+138.4%
+550.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.3% |
| 7D | +0.2% | +2.0% | -1.8% | -0.2% |
| 30D | -9.1% | -0.4% | -8.8% | -9.1% |
| 3M | +11.0% | -7.7% | +18.7% | +12.1% |
| 6M | +79.4% | +20.0% | +59.4% | +70.3% |
| YTD | +59.7% | +61.1% | -1.4% | +40.0% |
| 1Y | +112.3% | +33.9% | +78.5% | +94.5% |
| 3Y | +247.0% | +91.5% | +155.4% | +186.8% |
| 5Y | -35.6% | +41.8% | -77.3% | -44.4% |
| 10Y | +305.7% | +187.5% | +118.2% | +188.7% |
| All | +689.1% | +138.4% | +550.7% | +607.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling