+2,016.3%
BX vs URA
-31.1%
+2,047.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -4.4% | +1.1% | -5.5% | -4.8% |
| 30D | +0.1% | +7.4% | -7.3% | -3.0% |
| 3M | +16.0% | -8.4% | +24.4% | +19.0% |
| 6M | +21.6% | -12.7% | +34.3% | +25.7% |
| YTD | -8.9% | +7.8% | -16.7% | -15.0% |
| 1Y | -16.6% | +19.5% | -36.1% | -27.3% |
| 3Y | +43.3% | +116.4% | -73.1% | -9.1% |
| 5Y | +25.7% | +134.3% | -108.6% | -26.5% |
| 10Y | +689.5% | +359.3% | +330.2% | +203.8% |
| All | +2,016.3% | -31.1% | +2,047.4% | +1,661.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling