-5.3%
PATH vs RBRK
+62.9%
-68.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | +1.9% |
| 7D | -4.8% | -12.5% | +7.7% | +1.2% |
| 30D | +2.7% | -3.0% | +5.7% | +3.5% |
| 3M | -4.2% | +46.9% | -51.1% | -22.8% |
| 6M | +24.7% | +105.4% | -80.7% | -15.5% |
| YTD | -17.6% | +55.6% | -73.2% | -41.0% |
| 1Y | -5.3% | +63.9% | -69.2% | -30.7% |
| All | -5.3% | +62.9% | -68.2% | -30.7% |
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