-51.7%
REPL vs BBAI
-70.8%
+19.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | -3.0% | -4.3% | +1.3% | -2.8% |
| 30D | +27.1% | -3.6% | +30.8% | +27.2% |
| 3M | +52.4% | -38.8% | +91.2% | +55.1% |
| 6M | +107.4% | -23.8% | +131.2% | +109.1% |
| YTD | +54.7% | -45.9% | +100.7% | +57.5% |
| 1Y | +158.9% | -40.8% | +199.6% | +161.7% |
| 3Y | -23.7% | +69.8% | -93.5% | -28.1% |
| 5Y | -54.3% | -70.3% | +16.0% | -55.8% |
| All | -51.7% | -70.8% | +19.1% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling