+64.3%
TWLO vs OKE
+43.1%
+21.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.9% |
| 7D | -15.9% | -5.2% | -10.6% | -16.7% |
| 30D | -29.0% | +1.1% | -30.2% | -28.9% |
| 3M | +10.0% | +2.2% | +7.8% | +10.2% |
| 6M | +12.6% | 0.0% | +12.5% | +12.3% |
| YTD | +50.1% | +26.5% | +23.6% | +59.4% |
| 1Y | +64.3% | +44.6% | +19.7% | +68.1% |
| All | +64.3% | +43.1% | +21.1% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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