-42.3%
TWLO vs DUOL
-1.5%
-40.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +2.2% |
| 7D | +0.2% | -11.8% | +12.0% | +4.4% |
| 30D | -9.1% | +1.5% | -10.6% | -10.1% |
| 3M | +11.0% | +18.1% | -7.1% | +3.5% |
| 6M | +79.4% | +38.7% | +40.7% | +57.7% |
| YTD | +59.7% | -20.7% | +80.4% | +67.1% |
| 1Y | +112.3% | -49.1% | +161.4% | +149.7% |
| 3Y | +247.0% | -11.0% | +258.0% | +193.4% |
| 5Y | -35.6% | -18.0% | -17.6% | -56.1% |
| All | -42.3% | -1.5% | -40.8% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling