-80.3%
OKLO vs TWLO
+60.3%
-140.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | -18.4% | -15.9% | -2.6% | -15.6% |
| 30D | -38.5% | -29.0% | -9.5% | -34.3% |
| 3M | -48.9% | +10.0% | -59.0% | -50.4% |
| 6M | -67.8% | +12.6% | -80.3% | -68.7% |
| YTD | -69.2% | +50.1% | -119.3% | -73.3% |
| 1Y | -80.3% | +64.3% | -144.6% | -83.2% |
| All | -80.3% | +60.3% | -140.6% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling