+81.1%
OKTA vs DUOL
-51.5%
+132.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | -2.4% | -7.0% | +4.6% | -0.6% |
| 30D | +13.0% | +6.7% | +6.3% | +10.4% |
| 3M | +41.7% | +16.0% | +25.7% | +33.9% |
| 6M | +105.9% | +45.4% | +60.5% | +81.5% |
| YTD | +92.6% | -18.1% | +110.7% | +83.6% |
| 1Y | +81.1% | -53.6% | +134.6% | +85.6% |
| All | +81.1% | -51.5% | +132.6% | +85.6% |
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