+307.6%
TWLO vs JD
+20.5%
+287.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -3.9% | -2.6% | -1.3% | -3.0% |
| 30D | -9.7% | -15.4% | +5.7% | -4.2% |
| 3M | +11.6% | -5.0% | +16.6% | +13.2% |
| 6M | +84.7% | +0.9% | +83.8% | +81.4% |
| YTD | +62.5% | -2.5% | +65.0% | +61.4% |
| 1Y | +121.7% | -16.0% | +137.7% | +132.1% |
| 3Y | +253.0% | -8.5% | +261.5% | +226.1% |
| 5Y | -32.5% | -61.8% | +29.3% | -17.4% |
| All | +307.6% | +20.5% | +287.2% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling