+240.8%
TWLO vs DUOL
-9.6%
+250.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | -2.4% | -7.0% | +4.6% | -0.7% |
| 30D | -7.8% | +6.7% | -14.5% | -9.7% |
| 3M | +10.0% | +16.0% | -6.0% | +5.0% |
| 6M | +79.5% | +45.4% | +34.1% | +61.4% |
| YTD | +59.8% | -18.1% | +78.0% | +62.3% |
| 1Y | +121.7% | -53.6% | +175.2% | +151.5% |
| 3Y | +240.8% | -11.0% | +251.8% | +222.3% |
| All | +240.8% | -9.6% | +250.4% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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