-19.6%
BX vs URI
+5.1%
-24.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -2.3% | -12.5% | +10.2% | -0.5% |
| 3M | +18.5% | -6.2% | +24.7% | +19.3% |
| 6M | +23.7% | +25.9% | -2.1% | +19.6% |
| YTD | -10.4% | +26.2% | -36.5% | -15.1% |
| 1Y | -19.6% | +5.5% | -25.0% | -15.7% |
| All | -19.6% | +5.1% | -24.7% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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