+334.0%
OKLO vs TWLO
-40.5%
+374.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.0% | +8.0% | +5.5% |
| 7D | +12.4% | -1.2% | +13.6% | +12.5% |
| 30D | -10.6% | -6.4% | -4.2% | -9.6% |
| 3M | -26.5% | +6.3% | -32.8% | -27.7% |
| 6M | -25.6% | +76.4% | -102.1% | -33.9% |
| YTD | -39.6% | +58.8% | -98.5% | -45.6% |
| 1Y | -38.8% | +107.1% | -145.8% | -47.6% |
| 3Y | +318.1% | +245.0% | +73.1% | +249.8% |
| 5Y | +339.7% | -36.0% | +375.7% | +274.6% |
| All | +334.0% | -40.5% | +374.4% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling