+305.3%
OKLO vs TWLO
-34.2%
+339.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.1% | -6.6% |
| 7D | +0.1% | -3.9% | +4.0% | +0.7% |
| 30D | -15.2% | -9.7% | -5.5% | -13.7% |
| 3M | -26.2% | +11.6% | -37.8% | -28.0% |
| 6M | -35.0% | +84.7% | -119.7% | -42.8% |
| YTD | -44.4% | +62.5% | -106.9% | -50.1% |
| 1Y | -45.9% | +121.7% | -167.6% | -54.3% |
| 3Y | +284.9% | +253.0% | +32.0% | +220.0% |
| 5Y | +305.3% | -32.5% | +337.8% | +243.8% |
| All | +305.3% | -34.2% | +339.5% | +243.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling