-27.8%
PATH vs RBRK
+137.4%
-165.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.2% | -5.6% | -6.8% |
| 7D | -22.8% | +3.7% | -26.4% | -24.1% |
| 30D | -6.9% | +1.7% | -8.6% | -8.3% |
| 3M | +25.4% | +27.7% | -2.3% | +11.7% |
| 6M | +18.1% | +60.3% | -42.1% | -4.4% |
| YTD | -14.5% | +19.8% | -34.3% | -23.3% |
| 1Y | +18.7% | -4.2% | +22.9% | +13.7% |
| All | -27.8% | +137.4% | -165.2% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling