+1,814.6%
BX vs URA
-49.7%
+1,864.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.0% |
| 7D | -2.8% | +2.9% | -5.7% | -4.0% |
| 30D | +7.3% | -10.8% | +18.1% | +11.9% |
| 3M | -16.3% | -25.5% | +9.2% | -6.6% |
| 6M | +2.5% | -41.2% | +43.7% | +24.7% |
| YTD | -17.6% | -21.3% | +3.7% | -13.3% |
| 1Y | -12.4% | -25.7% | +13.3% | -6.2% |
| 3Y | +36.2% | +43.1% | -6.9% | +2.4% |
| 5Y | +3.0% | +35.6% | -32.6% | -23.4% |
| 10Y | +680.0% | +281.3% | +398.7% | +217.9% |
| All | +1,814.6% | -49.7% | +1,864.3% | +1,697.7% |
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