-79.7%
PATH vs DUOL
+10.8%
-90.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.8% |
| 7D | -2.3% | +22.4% | -24.7% | -11.0% |
| 30D | -4.8% | +4.5% | -9.3% | -7.9% |
| 3M | -17.7% | +14.2% | -31.9% | -23.4% |
| 6M | +18.9% | +45.1% | -26.2% | 0.0% |
| YTD | -21.7% | -10.7% | -11.0% | -21.8% |
| 1Y | -9.6% | -18.7% | +9.1% | -6.4% |
| 3Y | -25.8% | -25.9% | +0.1% | -31.5% |
| 5Y | -77.1% | +5.8% | -82.9% | -86.0% |
| All | -79.7% | +10.8% | -90.5% | -87.6% |
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 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