-75.7%
PATH vs DUOL
-6.3%
-69.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.7% | -13.9% | -15.5% |
| 7D | -16.3% | +5.1% | -21.4% | -18.0% |
| 30D | +9.9% | +14.1% | -4.2% | +3.7% |
| 3M | +30.2% | +41.5% | -11.3% | +11.9% |
| 6M | +37.2% | +60.6% | -23.4% | +12.2% |
| YTD | -7.3% | -12.0% | +4.7% | -5.3% |
| 1Y | +40.0% | -43.4% | +83.4% | +65.6% |
| 3Y | -4.4% | +3.7% | -8.1% | -25.4% |
| All | -75.7% | -6.3% | -69.4% | -85.1% |
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