+709.2%
TWLO vs DECK
+788.6%
-79.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.7% |
| 7D | -2.0% | -2.2% | +0.2% | -1.2% |
| 30D | +20.6% | -13.6% | +34.2% | +27.2% |
| 3M | -1.5% | -21.2% | +19.7% | +6.8% |
| 6M | +89.4% | -21.1% | +110.5% | +102.4% |
| YTD | +63.8% | -17.2% | +81.0% | +68.7% |
| 1Y | +119.7% | -30.7% | +150.5% | +140.7% |
| 3Y | +256.1% | -3.4% | +259.5% | +197.7% |
| 5Y | -36.6% | +25.5% | -62.1% | -55.1% |
| 10Y | +304.3% | +714.7% | -410.3% | +55.7% |
| All | +709.2% | +788.6% | -79.4% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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