-34.3%
REPL vs RBA
+46.2%
-80.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | +9.8% | -0.5% | +10.3% | +10.0% |
| 30D | +81.5% | +6.8% | +74.7% | +78.1% |
| 3M | +44.2% | +9.5% | +34.8% | +40.3% |
| 6M | +437.4% | -8.2% | +445.6% | +438.4% |
| YTD | +126.1% | -7.7% | +133.9% | +123.0% |
| 1Y | +143.1% | -6.9% | +150.0% | +138.4% |
| 3Y | +97.8% | +61.6% | +36.2% | +51.8% |
| 5Y | -34.3% | +44.7% | -79.0% | -49.0% |
| All | -34.3% | +46.2% | -80.5% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling