+40.0%
PATH vs RBRK
+6.4%
+33.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -17.4% |
| 7D | -16.3% | +0.7% | -17.0% | -16.8% |
| 30D | +9.9% | +10.4% | -0.5% | +3.5% |
| 3M | +30.2% | +21.6% | +8.5% | +15.8% |
| 6M | +37.2% | +70.7% | -33.5% | +3.5% |
| YTD | -7.3% | +22.5% | -29.8% | -21.6% |
| 1Y | +40.0% | +8.2% | +31.8% | +25.0% |
| All | +40.0% | +6.4% | +33.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling