-8.5%
BX vs USAR
-49.3%
+40.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.9% | +12.1% | +6.7% |
| 7D | +8.3% | -21.8% | +30.0% | +10.3% |
| 30D | +13.5% | -39.9% | +53.5% | +18.2% |
| 3M | -7.6% | -52.5% | +44.9% | -2.1% |
| 6M | +4.0% | -67.9% | +72.0% | +12.8% |
| YTD | -15.2% | -31.1% | +15.9% | -13.1% |
| 1Y | -8.5% | -49.8% | +41.4% | -4.8% |
| All | -8.5% | -49.3% | +40.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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