+301.0%
TWLO vs OKE
+266.1%
+34.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | -2.4% | +1.2% | -3.7% | -2.8% |
| 30D | -7.8% | +4.5% | -12.3% | -9.1% |
| 3M | +10.0% | +9.6% | +0.4% | +6.6% |
| 6M | +79.5% | +15.4% | +64.1% | +70.5% |
| YTD | +59.8% | +36.5% | +23.4% | +43.5% |
| 1Y | +121.7% | +39.0% | +82.7% | +97.6% |
| 3Y | +240.8% | +74.3% | +166.5% | +182.8% |
| 5Y | -33.6% | +141.2% | -174.8% | -49.9% |
| All | +301.0% | +266.1% | +34.9% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling