-32.5%
PATH vs RBRK
+186.0%
-218.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +0.7% | +4.4% | -3.7% | -1.2% |
| 30D | -1.1% | -6.8% | +5.7% | +1.2% |
| 3M | -14.2% | +14.1% | -28.3% | -20.5% |
| 6M | +30.9% | +82.5% | -51.7% | -1.0% |
| YTD | -20.1% | +44.3% | -64.4% | -34.6% |
| 1Y | -8.1% | +49.3% | -57.3% | -26.4% |
| All | -32.5% | +186.0% | -218.5% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling