-79.4%
PATH vs DUOL
+9.1%
-88.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.7% | +1.4% |
| 7D | -2.7% | +14.0% | -16.7% | -8.9% |
| 30D | -3.7% | +2.9% | -6.6% | -6.3% |
| 3M | -13.8% | +17.8% | -31.6% | -20.7% |
| 6M | +20.3% | +42.8% | -22.5% | +1.8% |
| YTD | -20.8% | -12.1% | -8.7% | -20.4% |
| 1Y | -9.2% | -23.3% | +14.1% | -3.8% |
| 3Y | -21.8% | -24.0% | +2.3% | -28.6% |
| 5Y | -77.4% | +5.1% | -82.5% | -86.1% |
| All | -79.4% | +9.1% | -88.5% | -87.4% |
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