+662.3%
TWLO vs JD
+48.4%
+614.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.1% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | -22.4% | +4.2% | -26.6% | -23.7% |
| 3M | -14.2% | -12.8% | -1.5% | -10.3% |
| 6M | +10.5% | -8.8% | +19.3% | +13.0% |
| YTD | +54.3% | +0.5% | +53.8% | +51.1% |
| 1Y | +68.0% | -8.8% | +76.8% | +70.4% |
| 3Y | +273.0% | +18.6% | +254.4% | +208.8% |
| 5Y | -26.3% | -62.2% | +35.9% | -9.0% |
| 10Y | +595.4% | +32.2% | +563.2% | +331.0% |
| All | +662.3% | +48.4% | +614.0% | +375.0% |
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