+262.9%
OKLO vs TWLO
-40.1%
+303.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.5% | -8.9% |
| 7D | -12.2% | -2.4% | -9.8% | -11.9% |
| 30D | -19.7% | -7.8% | -11.9% | -18.7% |
| 3M | -37.4% | +10.0% | -47.4% | -38.7% |
| 6M | -42.3% | +79.5% | -121.8% | -48.8% |
| YTD | -49.5% | +59.8% | -109.4% | -54.5% |
| 1Y | -54.7% | +121.7% | -176.4% | -61.7% |
| 3Y | +249.6% | +240.8% | +8.8% | +192.2% |
| 5Y | +268.1% | -33.6% | +301.7% | +213.2% |
| All | +262.9% | -40.1% | +303.0% | +209.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling