+109.5%
REPL vs RBA
+51.9%
+57.7%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.5% |
| 7D | +12.7% | +3.2% | +9.5% | +12.0% |
| 30D | +73.5% | +12.0% | +61.5% | +69.8% |
| 3M | +70.3% | +2.9% | +67.4% | +68.8% |
| 6M | +472.0% | -6.3% | +478.3% | +465.0% |
| YTD | +139.5% | -5.9% | +145.4% | +132.6% |
| 1Y | +167.3% | -3.9% | +171.2% | +156.4% |
| 3Y | +109.5% | +64.9% | +44.7% | +20.3% |
| All | +109.5% | +51.9% | +57.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling