-79.4%
PATH vs DUOL
+11.0%
-90.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -2.7% |
| 7D | -5.6% | +15.1% | -20.7% | -11.9% |
| 30D | -0.7% | +6.0% | -6.7% | -4.4% |
| 3M | -5.9% | +16.0% | -21.9% | -13.1% |
| 6M | +21.6% | +50.9% | -29.3% | +0.6% |
| YTD | -20.6% | -10.5% | -10.1% | -20.7% |
| 1Y | -10.6% | -39.6% | +29.0% | +2.1% |
| 3Y | -24.9% | -1.4% | -23.4% | -40.1% |
| 5Y | -76.8% | +2.1% | -79.0% | -85.8% |
| All | -79.4% | +11.0% | -90.4% | -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 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