+684.6%
TWLO vs DKS
+328.3%
+356.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -1.7% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | -6.4% | -36.6% | +30.2% | +3.9% |
| 3M | +6.3% | -37.6% | +43.9% | +18.1% |
| 6M | +76.4% | -32.1% | +108.5% | +89.8% |
| YTD | +58.8% | -32.3% | +91.1% | +70.1% |
| 1Y | +107.1% | -39.5% | +146.6% | +128.0% |
| 3Y | +245.0% | +27.7% | +217.3% | +197.2% |
| 5Y | -36.0% | +15.0% | -51.0% | -45.4% |
| 10Y | +293.2% | +192.6% | +100.6% | +154.9% |
| All | +684.6% | +328.3% | +356.3% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling