+368.5%
SONY vs RBA
+204.3%
+164.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -3.2% | -0.5% | -2.6% | -3.1% |
| 30D | +9.6% | +6.8% | +2.7% | +7.8% |
| 3M | +13.3% | +9.5% | +3.8% | +10.7% |
| 6M | +20.3% | -8.2% | +28.5% | +21.7% |
| YTD | +4.1% | -7.7% | +11.9% | +4.7% |
| 1Y | -11.9% | -6.9% | -5.0% | -11.7% |
| 3Y | +56.6% | +61.6% | -5.0% | +36.3% |
| 5Y | +10.9% | +44.7% | -33.8% | -3.3% |
| All | +368.5% | +204.3% | +164.2% | +218.3% |
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