+240.8%
TWLO vs OKTA
+90.2%
+150.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.5% |
| 30D | -7.8% | +13.0% | -20.8% | -13.4% |
| 3M | +10.0% | +41.7% | -31.7% | -6.3% |
| 6M | +79.5% | +105.9% | -26.5% | +27.7% |
| YTD | +59.8% | +92.6% | -32.7% | +16.7% |
| 1Y | +121.7% | +81.1% | +40.6% | +66.3% |
| 3Y | +240.8% | +84.8% | +156.0% | +145.8% |
| All | +240.8% | +90.2% | +150.6% | +145.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling