+286.6%
SONY vs RBA
+206.5%
+80.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | +1.5% | -2.9% | +4.5% | +2.1% |
| 3M | +13.0% | -20.9% | +33.9% | +18.5% |
| 6M | +11.2% | -17.7% | +28.9% | +15.3% |
| YTD | -6.6% | -18.2% | +11.5% | -3.4% |
| 1Y | -18.1% | -29.1% | +11.0% | -12.5% |
| 3Y | +42.1% | +29.5% | +12.5% | +30.1% |
| 5Y | +11.0% | +40.2% | -29.2% | -2.7% |
| All | +286.6% | +206.5% | +80.1% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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