+35.8%
BX vs URA
+41.0%
-5.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.4% |
| 7D | +1.8% | -4.1% | +5.9% | +2.9% |
| 30D | +7.9% | -19.0% | +26.9% | +13.9% |
| 3M | -9.6% | -25.1% | +15.5% | -2.7% |
| 6M | -2.3% | -44.5% | +42.2% | +13.4% |
| YTD | -19.3% | -24.3% | +5.0% | -15.3% |
| 1Y | -13.2% | -28.1% | +14.9% | -8.0% |
| All | +35.8% | +41.0% | -5.2% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling