-54.7%
OKLO vs TWLO
+117.0%
-171.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.6% | -7.5% | -8.8% |
| 7D | -12.2% | -2.4% | -9.8% | -11.8% |
| 30D | -19.7% | -7.8% | -11.9% | -18.5% |
| 3M | -37.4% | +10.0% | -47.4% | -39.1% |
| 6M | -42.3% | +79.5% | -121.8% | -50.1% |
| YTD | -49.5% | +59.8% | -109.4% | -55.6% |
| 1Y | -54.7% | +121.7% | -176.4% | -64.8% |
| All | -54.7% | +117.0% | -171.7% | -64.8% |
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