+64.3%
TWLO vs OKTA
+114.8%
-50.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -15.9% | -14.2% | -1.7% | -9.9% |
| 30D | -29.0% | -12.5% | -16.6% | -24.7% |
| 3M | +10.0% | +29.2% | -19.2% | -1.2% |
| 6M | +12.6% | +147.3% | -134.8% | -27.2% |
| YTD | +50.1% | +120.9% | -70.8% | +5.1% |
| 1Y | +64.3% | +119.7% | -55.4% | +14.5% |
| All | +64.3% | +114.8% | -50.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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