-31.0%
OKTA vs DUOL
-1.5%
-29.5%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.9% | +8.0% | +4.6% |
| 7D | +5.9% | -11.8% | +17.7% | +9.9% |
| 30D | +14.6% | +1.5% | +13.1% | +13.5% |
| 3M | +44.0% | +18.1% | +25.9% | +34.6% |
| 6M | +116.7% | +38.7% | +78.1% | +91.9% |
| YTD | +99.8% | -20.7% | +120.4% | +108.0% |
| 1Y | +84.1% | -49.1% | +133.1% | +113.7% |
| 3Y | +97.7% | -11.0% | +108.7% | +70.2% |
| 5Y | -35.2% | -18.0% | -17.2% | -54.7% |
| All | -31.0% | -1.5% | -29.5% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling