+64.3%
TWLO vs JD
-9.8%
+74.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.2% | -0.5% |
| 7D | -15.9% | +9.0% | -24.8% | -16.7% |
| 30D | -29.0% | +5.2% | -34.2% | -29.4% |
| 3M | +10.0% | -15.9% | +25.9% | +12.3% |
| 6M | +12.6% | -7.7% | +20.3% | +13.1% |
| YTD | +50.1% | +0.1% | +50.0% | +47.9% |
| 1Y | +64.3% | -9.7% | +74.0% | +65.4% |
| All | +64.3% | -9.8% | +74.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling