+280.4%
SONY vs RBA
+195.3%
+85.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -5.8% | -3.3% | -2.5% | -5.0% |
| 30D | -0.4% | -9.8% | +9.4% | +1.9% |
| 3M | +13.3% | -23.5% | +36.8% | +19.7% |
| 6M | +8.5% | -21.5% | +30.0% | +13.7% |
| YTD | -8.1% | -21.2% | +13.0% | -4.2% |
| 1Y | -17.9% | -30.2% | +12.3% | -12.0% |
| 3Y | +41.4% | +25.3% | +16.1% | +30.5% |
| 5Y | +9.3% | +35.1% | -25.8% | -3.4% |
| All | +280.4% | +195.3% | +85.2% | +162.6% |
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