-22.2%
DKNG vs TWLO
+246.3%
-268.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +6.0% | +4.7% |
| 7D | +3.0% | -2.4% | +5.5% | +3.6% |
| 30D | -3.0% | -7.8% | +4.8% | -1.5% |
| 3M | -17.6% | +10.0% | -27.6% | -20.1% |
| 6M | -3.2% | +79.5% | -82.7% | -17.4% |
| YTD | -28.2% | +59.8% | -88.0% | -37.3% |
| 1Y | -46.1% | +121.7% | -167.7% | -56.9% |
| 3Y | -22.2% | +240.8% | -263.0% | -53.6% |
| All | -22.2% | +246.3% | -268.5% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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