+141.6%
OKE vs DUOL
+1.6%
+139.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.0% |
| 7D | +1.2% | -7.0% | +8.2% | +1.8% |
| 30D | +4.5% | +6.7% | -2.2% | +3.7% |
| 3M | +9.6% | +16.0% | -6.4% | +7.7% |
| 6M | +15.4% | +45.4% | -30.0% | +10.8% |
| YTD | +36.5% | -18.1% | +54.6% | +37.4% |
| 1Y | +39.0% | -53.6% | +92.5% | +46.4% |
| 3Y | +74.3% | -11.0% | +85.3% | +68.8% |
| 5Y | +141.2% | -17.1% | +158.3% | +115.2% |
| All | +141.6% | +1.6% | +139.9% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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