-80.3%
OKLO vs DUOL
-38.2%
-42.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +26.0% | -31.8% | -9.5% |
| 7D | -18.4% | +19.3% | -37.7% | -20.8% |
| 30D | -38.5% | +9.6% | -48.1% | -39.2% |
| 3M | -48.9% | +17.1% | -66.0% | -50.8% |
| 6M | -67.8% | +46.3% | -114.1% | -71.6% |
| YTD | -69.2% | -8.1% | -61.1% | -66.4% |
| 1Y | -80.3% | -38.5% | -41.8% | -74.2% |
| All | -80.3% | -38.2% | -42.1% | -74.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling