+9.3%
SONY vs RBA
+39.8%
-30.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -4.9% | -1.9% | -3.0% | -4.5% |
| 30D | -1.6% | -13.0% | +11.4% | +1.0% |
| 3M | +10.0% | -23.1% | +33.1% | +15.2% |
| 6M | +8.4% | -22.6% | +31.0% | +13.2% |
| YTD | -8.4% | -20.4% | +12.0% | -5.3% |
| 1Y | -18.4% | -29.6% | +11.2% | -13.4% |
| 3Y | +41.0% | +26.6% | +14.4% | +31.9% |
| 5Y | +9.3% | +38.2% | -28.9% | -1.7% |
| All | +9.3% | +39.8% | -30.5% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling