+245.0%
TWLO vs JD
-6.1%
+251.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -2.7% |
| 7D | -1.2% | -0.8% | -0.4% | -1.1% |
| 30D | -6.4% | -16.0% | +9.7% | -3.3% |
| 3M | +6.3% | -3.2% | +9.5% | +6.7% |
| 6M | +76.4% | +6.1% | +70.4% | +72.9% |
| YTD | +58.8% | -0.1% | +58.9% | +57.5% |
| 1Y | +107.1% | -12.7% | +119.8% | +110.8% |
| 3Y | +245.0% | -6.3% | +251.3% | +257.9% |
| All | +245.0% | -6.1% | +251.1% | +257.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling