+846.1%
BX vs URI
+3,232.8%
-2,386.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +1.8% | -9.8% | +11.6% | +6.2% |
| 30D | +7.9% | +1.7% | +6.1% | +6.9% |
| 3M | -9.6% | -9.1% | -0.5% | -6.4% |
| 6M | -2.3% | +9.9% | -12.1% | -7.3% |
| YTD | -19.3% | +31.2% | -50.5% | -31.4% |
| 1Y | -13.2% | +25.9% | -39.2% | -25.0% |
| 3Y | +33.8% | +147.4% | -113.6% | -14.6% |
| 5Y | 0.0% | +179.7% | -179.7% | -39.6% |
| 10Y | +685.4% | +1,419.5% | -734.2% | +106.1% |
| All | +846.1% | +3,232.8% | -2,386.7% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling