+30.8%
BX vs USAR
-18.3%
+49.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.6% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | +7.3% | -30.1% | +37.4% | +8.6% |
| 3M | -16.3% | -56.3% | +40.0% | -13.9% |
| 6M | +2.5% | -68.6% | +71.1% | +6.2% |
| YTD | -17.6% | -30.5% | +13.0% | -16.6% |
| 1Y | -12.4% | -53.5% | +41.1% | -10.8% |
| 3Y | +36.2% | -19.3% | +55.5% | +26.1% |
| All | +30.8% | -18.3% | +49.1% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling