-14.5%
BX vs URI
+34.6%
-49.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | -1.1% | +9.3% | -10.4% | -2.4% |
| 30D | +8.8% | +7.6% | +1.2% | +7.5% |
| 3M | -18.3% | +1.0% | -19.3% | -18.8% |
| 6M | -1.5% | +19.8% | -21.4% | -3.7% |
| YTD | -19.9% | +41.9% | -61.8% | -23.6% |
| 1Y | -14.5% | +33.4% | -47.9% | -16.3% |
| All | -14.5% | +34.6% | -49.1% | -16.3% |
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