-0.8%
REPL vs RBA
+195.8%
-196.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -3.0% | -2.9% | 0.0% | -1.8% |
| 30D | +27.1% | -12.3% | +39.4% | +33.3% |
| 3M | +52.4% | -20.5% | +72.9% | +63.4% |
| 6M | +107.4% | -18.5% | +126.0% | +118.2% |
| YTD | +54.7% | -18.2% | +73.0% | +60.5% |
| 1Y | +158.9% | -27.5% | +186.4% | +183.4% |
| 3Y | -23.7% | +38.1% | -61.8% | -40.3% |
| 5Y | -54.3% | +44.8% | -99.1% | -66.9% |
| All | -0.8% | +195.8% | -196.6% | -58.5% |
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