+45.7%
DUK vs TWLO
+246.3%
-200.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | 0.0% |
| 7D | -0.7% | -2.4% | +1.8% | -0.7% |
| 30D | -2.4% | -7.8% | +5.4% | -2.6% |
| 3M | -3.0% | +10.0% | -13.0% | -2.6% |
| 6M | -6.6% | +79.5% | -86.0% | -4.7% |
| YTD | +4.6% | +59.8% | -55.3% | +6.4% |
| 1Y | +1.2% | +121.7% | -120.4% | +3.7% |
| 3Y | +45.7% | +240.8% | -195.1% | +46.1% |
| All | +45.7% | +246.3% | -200.6% | +46.1% |
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