+43.7%
REPL vs RBA
+238.8%
-195.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +66.6% | +9.0% | +57.7% | +61.1% |
| 3M | +59.6% | +7.2% | +52.4% | +54.7% |
| 6M | +482.4% | -7.8% | +490.1% | +484.8% |
| YTD | +124.1% | -6.4% | +130.4% | +119.9% |
| 1Y | +138.6% | -4.2% | +142.7% | +130.9% |
| 3Y | +96.0% | +64.1% | +32.0% | +43.3% |
| 5Y | -35.4% | +48.4% | -83.8% | -52.5% |
| All | +43.7% | +238.8% | -195.1% | -43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling