Compiled REXX programs run faster than interpreted programs. Because a program has to be compiled only one time, system load is reduced and response time is improved when the program is run frequently.

For example, a REXX program that performs many arithmetic operations might take 12 seconds to run interpreted. If the program is run 60 times, it uses about 12 minutes of processor time. The same program when compiled might run six times faster, using only about 2 minutes of processor time.