+116.7%
OKTA vs DUOL
+38.1%
+78.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +4.7% |
| 7D | +5.9% | -11.8% | +17.7% | +10.3% |
| 30D | +14.6% | +1.5% | +13.1% | +13.1% |
| 3M | +44.0% | +18.1% | +25.9% | +30.9% |
| 6M | +116.7% | +38.7% | +78.1% | +74.6% |
| All | +116.7% | +38.1% | +78.6% | +74.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling