-8.6%
PATH vs RBRK
+44.7%
-53.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.7% | -8.2% | +5.4% | +0.9% |
| 30D | -1.4% | -9.0% | +7.6% | +2.3% |
| 3M | -16.4% | +12.7% | -29.1% | -23.4% |
| 6M | +23.3% | +75.7% | -52.5% | -10.5% |
| YTD | -19.8% | +42.9% | -62.7% | -40.5% |
| 1Y | -8.6% | +44.5% | -53.0% | -31.3% |
| All | -8.6% | +44.7% | -53.3% | -31.3% |
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