Predictions is performed wrongly.

[shayandavoodii]

https://github.com/shayandavoodii/OnlinePortfolioSelection.jl/blob/ba5712caa3d4384936d49eb37b2a557e70df2e21/src/Algos/RPRT.jl#LL76C1-L76C1

With assuming t=w=5, relative_prices[:, t-w+1:t-1] is relative_prices[:, 1:4]. Hence, it includes the last 4 RPs instead of 5 (consider that w=5, so 5 last relative prices should be included in the prediction.)
Note that prediction is performed using predict_relative_price(relative_prices[:, t-w+1:t-1]).