+720.5%
TWLO vs OKTA
+620.5%
+100.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.3% |
| 7D | -3.9% | +0.4% | -4.3% | -4.2% |
| 30D | -9.7% | +13.8% | -23.5% | -18.9% |
| 3M | +11.6% | +48.9% | -37.3% | -15.8% |
| 6M | +84.7% | +114.9% | -30.3% | +5.7% |
| YTD | +62.5% | +97.9% | -35.4% | -2.9% |
| 1Y | +121.7% | +89.7% | +32.0% | +36.5% |
| 3Y | +253.0% | +95.8% | +157.2% | +86.7% |
| 5Y | -32.5% | -32.6% | +0.1% | -31.3% |
| All | +720.5% | +620.5% | +100.0% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling