+709.2%
TWLO vs JD
+50.6%
+658.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.4% |
| 30D | +20.6% | -13.2% | +33.7% | +26.7% |
| 3M | -1.5% | -3.2% | +1.6% | -0.8% |
| 6M | +89.4% | +15.2% | +74.2% | +76.9% |
| YTD | +63.8% | +2.0% | +61.8% | +60.0% |
| 1Y | +119.7% | -5.4% | +125.1% | +119.8% |
| 3Y | +256.1% | -9.1% | +265.2% | +230.5% |
| 5Y | -36.6% | -59.6% | +23.1% | -24.1% |
| 10Y | +304.3% | +26.2% | +278.1% | +153.1% |
| All | +709.2% | +50.6% | +658.7% | +403.0% |
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 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