-52.6%
REPL vs BBAI
-70.8%
+18.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.7% | -1.0% | -4.7% | -5.7% |
| 30D | +22.5% | -10.7% | +33.2% | +22.9% |
| 3M | +64.7% | -32.3% | +96.9% | +66.9% |
| 6M | +83.0% | -31.3% | +114.3% | +85.1% |
| YTD | +52.0% | -45.9% | +97.9% | +54.7% |
| 1Y | +144.5% | -40.0% | +184.6% | +147.1% |
| 3Y | -25.1% | +72.8% | -97.8% | -29.4% |
| 5Y | -52.9% | -70.4% | +17.5% | -54.4% |
| All | -52.6% | -70.8% | +18.2% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling