+236.9%
SONY vs RBA
+3,565.6%
-3,328.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -1.2% | -2.9% | +1.8% | -0.5% |
| 30D | +9.4% | -12.3% | +21.7% | +12.7% |
| 3M | +10.5% | -20.5% | +31.0% | +15.9% |
| 6M | +11.7% | -18.5% | +30.2% | +16.2% |
| YTD | -4.1% | -18.2% | +14.2% | -0.6% |
| 1Y | -11.8% | -27.5% | +15.7% | -6.1% |
| 3Y | +45.9% | +38.1% | +7.8% | +31.3% |
| 5Y | +16.3% | +44.8% | -28.5% | +1.2% |
| 10Y | +297.6% | +187.1% | +110.5% | +181.2% |
| All | +236.9% | +3,565.6% | -3,328.7% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling