+143.8%
REPL vs RBA
-5.8%
+149.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.3% |
| 7D | +1.2% | +1.7% | -0.5% | +1.5% |
| 30D | +92.2% | +8.3% | +83.8% | +94.1% |
| 3M | +44.1% | +10.5% | +33.6% | +46.1% |
| 6M | +313.0% | -5.9% | +318.9% | +300.7% |
| YTD | +125.2% | -6.9% | +132.1% | +128.3% |
| 1Y | +143.8% | -4.9% | +148.6% | +148.8% |
| All | +143.8% | -5.8% | +149.6% | +148.8% |
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