-77.0%
PATH vs DUOL
+4.3%
-81.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -1.0% |
| 7D | -5.3% | +21.9% | -27.2% | -14.1% |
| 30D | -0.5% | +5.7% | -6.3% | -4.4% |
| 3M | -7.1% | +30.9% | -38.0% | -18.7% |
| 6M | +23.8% | +52.8% | -28.9% | +0.6% |
| YTD | -20.7% | -8.6% | -12.1% | -21.5% |
| 1Y | -8.1% | -17.2% | +9.1% | -5.4% |
| 3Y | -21.8% | +2.0% | -23.8% | -41.1% |
| All | -77.0% | +4.3% | -81.3% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling