+284.9%
OKLO vs DUOL
-8.7%
+293.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.3% | -10.6% | -7.4% |
| 7D | +0.1% | -8.6% | +8.7% | +2.3% |
| 30D | -15.2% | +7.2% | -22.3% | -17.4% |
| 3M | -26.2% | +19.1% | -45.2% | -31.2% |
| 6M | -35.0% | +52.5% | -87.5% | -45.1% |
| YTD | -44.4% | -17.3% | -27.1% | -43.1% |
| 1Y | -45.9% | -49.2% | +3.3% | -36.8% |
| All | +284.9% | -8.7% | +293.6% | +311.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling