+246.5%
TWLO vs DKS
+27.3%
+219.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -3.9% | -4.7% | +0.9% | -2.8% |
| 30D | -9.7% | -35.1% | +25.4% | -1.6% |
| 3M | +11.6% | -37.7% | +49.3% | +22.4% |
| 6M | +84.7% | -30.7% | +115.4% | +94.3% |
| YTD | +62.5% | -31.9% | +94.4% | +70.8% |
| 1Y | +121.7% | -40.0% | +161.7% | +141.6% |
| All | +246.5% | +27.3% | +219.1% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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