+641.6%
TWLO vs DECK
+822.8%
-181.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -2.4% |
| 7D | -15.9% | +10.4% | -26.2% | -19.1% |
| 30D | -29.0% | +11.1% | -40.1% | -32.1% |
| 3M | +10.0% | -10.8% | +20.8% | +14.2% |
| 6M | +12.6% | -8.7% | +21.3% | +13.9% |
| YTD | +50.1% | -14.0% | +64.1% | +51.7% |
| 1Y | +64.3% | +12.0% | +52.2% | +47.7% |
| 3Y | +294.6% | -10.5% | +305.1% | +246.3% |
| 5Y | -31.9% | +28.5% | -60.4% | -52.1% |
| 10Y | +576.3% | +923.3% | -347.0% | +112.8% |
| All | +641.6% | +822.8% | -181.2% | +146.1% |
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