-22.4%
BX vs URA
+18.3%
-40.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.4% |
| 7D | -5.7% | +5.7% | -11.4% | -6.8% |
| 30D | -8.9% | +5.6% | -14.5% | -10.0% |
| 3M | +8.4% | +6.2% | +2.2% | +6.7% |
| 6M | +18.9% | -8.2% | +27.2% | +19.9% |
| YTD | -13.6% | +9.7% | -23.3% | -15.4% |
| 1Y | -22.4% | +17.0% | -39.4% | -25.3% |
| All | -22.4% | +18.3% | -40.7% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling