+36.9%
BX vs URI
+121.2%
-84.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.8% |
| 7D | -4.4% | -2.0% | -2.4% | -3.6% |
| 30D | +0.1% | -12.9% | +13.0% | +5.9% |
| 3M | +16.0% | -6.7% | +22.7% | +18.6% |
| 6M | +21.6% | +19.0% | +2.6% | +9.2% |
| YTD | -8.9% | +25.5% | -34.4% | -22.0% |
| 1Y | -16.6% | +5.5% | -22.2% | -21.0% |
| All | +36.9% | +121.2% | -84.3% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling