+42.6%
REPL vs RBA
+231.2%
-188.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +8.5% |
| 7D | +22.8% | +4.3% | +18.5% | +20.8% |
| 30D | +63.8% | +16.3% | +47.5% | +54.1% |
| 3M | +68.1% | +1.3% | +66.8% | +66.4% |
| 6M | +528.5% | -11.1% | +539.6% | +540.5% |
| YTD | +122.4% | -8.5% | +130.9% | +120.2% |
| 1Y | +154.4% | -2.1% | +156.5% | +142.7% |
| 3Y | +68.0% | +44.6% | +23.4% | +30.1% |
| 5Y | -35.4% | +36.8% | -72.2% | -50.5% |
| All | +42.6% | +231.2% | -188.5% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling