+14.0%
PATH vs RBRK
-7.1%
+21.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | -0.1% | -1.6% |
| 7D | -24.6% | +1.9% | -26.5% | -25.4% |
| 30D | -13.0% | -9.3% | -3.7% | -9.6% |
| 3M | +26.2% | +23.8% | +2.4% | +11.5% |
| 6M | +13.4% | +55.4% | -42.0% | -10.6% |
| YTD | -17.2% | +16.1% | -33.3% | -28.1% |
| 1Y | +14.0% | -9.8% | +23.9% | +6.1% |
| All | +14.0% | -7.1% | +21.1% | +6.1% |
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