-35.6%
TWLO vs JD
-60.9%
+25.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.4% |
| 7D | +0.2% | -3.0% | +3.2% | +1.1% |
| 30D | -9.1% | -19.3% | +10.2% | -3.0% |
| 3M | +11.0% | -6.0% | +17.0% | +12.7% |
| 6M | +79.4% | +1.8% | +77.6% | +76.1% |
| YTD | +59.7% | -2.6% | +62.3% | +58.8% |
| 1Y | +112.3% | -17.4% | +129.8% | +122.3% |
| 3Y | +247.0% | -8.6% | +255.6% | +225.9% |
| 5Y | -35.6% | -61.6% | +26.0% | -20.3% |
| All | -35.6% | -60.9% | +25.3% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling