+155.6%
REPL vs RBA
-4.2%
+159.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +3.4% |
| 7D | +14.2% | +2.5% | +11.7% | +14.7% |
| 30D | +65.9% | +11.6% | +54.3% | +68.8% |
| 3M | +84.6% | +1.5% | +83.1% | +82.2% |
| 6M | +446.9% | -6.6% | +453.6% | +430.2% |
| YTD | +129.0% | -6.3% | +135.3% | +132.8% |
| All | +155.6% | -4.2% | +159.7% | +164.0% |
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