+637.1%
TWLO vs JD
+46.5%
+590.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.8% |
| 7D | +5.6% | -4.0% | +9.6% | +7.1% |
| 30D | -24.6% | +2.7% | -27.3% | -25.6% |
| 3M | -14.0% | -13.0% | -0.9% | -9.9% |
| 6M | +10.1% | -12.7% | +22.8% | +14.5% |
| YTD | +49.2% | -0.8% | +50.0% | +46.8% |
| 1Y | +65.2% | -8.9% | +74.1% | +67.7% |
| 3Y | +260.7% | +17.0% | +243.6% | +200.1% |
| 5Y | -30.2% | -63.5% | +33.3% | -12.6% |
| 10Y | +572.4% | +30.5% | +541.9% | +318.7% |
| All | +637.1% | +46.5% | +590.6% | +361.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling