-32.3%
TWLO vs OKE
+138.0%
-170.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.0% |
| 7D | -2.4% | +1.2% | -3.7% | -3.0% |
| 30D | -7.8% | +4.5% | -12.3% | -9.6% |
| 3M | +10.0% | +9.6% | +0.4% | +5.3% |
| 6M | +79.5% | +15.4% | +64.1% | +66.4% |
| YTD | +59.8% | +36.5% | +23.4% | +35.7% |
| 1Y | +121.7% | +39.0% | +82.7% | +85.9% |
| 3Y | +240.8% | +74.3% | +166.5% | +149.5% |
| All | -32.3% | +138.0% | -170.4% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling