A while back, I had an audit failure, a right one at that. So, that prompted me to ask this question. On the same lines, in general, how do I know how I have been doing at reviews ? I can see the 'all actions' log on my profile, but is there a way to know how those fared, how peers reviewed what I reviewed and some indicator of this review was reasonable ?
As indicated in the answer from HDE 226868 you can do this by visiting the history tab of any review queue. From that UI you open each individual review to see how you did.
There is a feature request to add functionality to the history view to indicate the consensus between reviewers.
In the 6 to 8 weeks it will take to get that feature implemented you can use the userscript I wrote that mimics said feature request.
"Reviewing correctly" is hard to quantify, because on some cases, reviewing can be subjective. There are guidelines for on-topic-ness/off-topic-ness and the like, but there are grey areas, too. Review audits are designed to be non-controversial and tests of "roboreviewers" who simply click buttons without thinking, but there are cases where an audit isn't really "correct", for lack of a better word.
You can see what other people did when reviewing the same post as you (this is only after reviewing the post, though) (identifying information removed):
You'll see the post, its votes, its status, when you reviewed it, who else reviewed it and what they said, and other information.
Once you reach 10k (2k on beta sites), you can review all reviews.