-18.2%
SONY vs RBA
-29.4%
+11.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.9% | -1.9% | -3.0% | -4.8% |
| 30D | -1.6% | -13.0% | +11.4% | -0.4% |
| 3M | +10.0% | -23.1% | +33.1% | +12.3% |
| 6M | +8.4% | -22.6% | +31.0% | +10.3% |
| YTD | -8.4% | -20.4% | +12.0% | -7.2% |
| All | -18.2% | -29.4% | +11.2% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling