-33.7%
REPL vs BBAI
-80.9%
+47.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.7% | +7.3% | -0.1% |
| 7D | +1.2% | -14.0% | +15.2% | +1.8% |
| 30D | +92.2% | -12.4% | +104.6% | +93.2% |
| 3M | +44.1% | -42.8% | +86.9% | +47.2% |
| 6M | +313.0% | -54.6% | +367.7% | +324.9% |
| YTD | +125.2% | -64.6% | +189.8% | +133.0% |
| 1Y | +143.8% | -69.9% | +213.6% | +153.2% |
| 3Y | +104.2% | +7.3% | +96.9% | +95.8% |
| All | -33.7% | -80.9% | +47.1% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling