-10.3%
BX vs USAR
-51.4%
+41.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.6% |
| 30D | +14.2% | -20.9% | +35.2% | +15.9% |
| 3M | -18.7% | -56.2% | +37.4% | -13.6% |
| 6M | +2.5% | -67.9% | +70.4% | +10.6% |
| YTD | -18.8% | -31.4% | +12.6% | -15.7% |
| 1Y | -10.3% | -45.1% | +34.7% | -6.6% |
| All | -10.3% | -51.4% | +41.1% | -6.6% |
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