+1.2%
DUK vs TWLO
+117.0%
-115.8%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | -0.7% | -2.4% | +1.8% | -0.8% |
| 30D | -2.4% | -7.8% | +5.4% | -2.8% |
| 3M | -3.0% | +10.0% | -13.0% | -2.4% |
| 6M | -6.6% | +79.5% | -86.0% | -2.6% |
| YTD | +4.6% | +59.8% | -55.3% | +8.2% |
| 1Y | +1.2% | +121.7% | -120.4% | +7.4% |
| All | +1.2% | +117.0% | -115.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling