+37.2%
PATH vs RBRK
+76.2%
-39.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.3% | -17.6% |
| 7D | -16.3% | +0.7% | -17.0% | -16.9% |
| 30D | +9.9% | +10.4% | -0.5% | +1.4% |
| 3M | +30.2% | +21.6% | +8.5% | +11.0% |
| 6M | +37.2% | +70.7% | -33.5% | -7.3% |
| All | +37.2% | +76.2% | -39.0% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling