+79.4%
TWLO vs OKTA
+116.0%
-36.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.6% |
| 7D | +0.2% | +5.9% | -5.7% | -1.9% |
| 30D | -9.1% | +14.6% | -23.7% | -14.3% |
| 3M | +11.0% | +44.0% | -33.0% | -5.1% |
| 6M | +79.4% | +116.7% | -37.3% | +21.7% |
| All | +79.4% | +116.0% | -36.6% | +21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling