+130.7%
REPL vs RBA
-2.0%
+132.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.5% |
| 7D | +28.8% | +12.7% | +16.2% | +31.5% |
| 30D | +57.3% | +15.5% | +41.8% | +61.9% |
| 3M | +73.6% | -14.0% | +87.6% | +64.7% |
| 6M | +582.8% | -8.8% | +591.7% | +561.2% |
| YTD | +112.9% | -6.9% | +119.8% | +113.7% |
| 1Y | +130.7% | -3.0% | +133.6% | +132.9% |
| All | +130.7% | -2.0% | +132.6% | +132.9% |
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 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