+12.5%
SONY vs RBA
+48.5%
-36.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +5.2% | +3.2% | +2.0% | +4.5% |
| 30D | +10.7% | +12.0% | -1.3% | +8.2% |
| 3M | +12.1% | +2.9% | +9.2% | +11.2% |
| 6M | +32.6% | -6.3% | +38.8% | +33.3% |
| YTD | +4.3% | -5.9% | +10.2% | +4.3% |
| 1Y | -4.5% | -3.9% | -0.6% | -5.0% |
| 3Y | +56.9% | +64.9% | -8.0% | +39.1% |
| 5Y | +12.5% | +48.5% | -36.0% | +4.1% |
| All | +12.5% | +48.5% | -36.0% | +4.1% |
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