-33.5%
OKTA vs DUOL
+1.6%
-35.1%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -2.4% | -7.0% | +4.6% | -0.3% |
| 30D | +13.0% | +6.7% | +6.3% | +10.2% |
| 3M | +41.7% | +16.0% | +25.7% | +33.2% |
| 6M | +105.9% | +45.4% | +60.5% | +79.8% |
| YTD | +92.6% | -18.1% | +110.7% | +98.4% |
| 1Y | +81.1% | -53.6% | +134.6% | +116.8% |
| 3Y | +84.8% | -11.0% | +95.8% | +59.3% |
| 5Y | -34.4% | -17.1% | -17.3% | -54.5% |
| All | -33.5% | +1.6% | -35.1% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling