+42.3%
BX vs USAR
+74.5%
-32.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -2.3% | -8.6% | +6.3% | -2.1% |
| 3M | +18.5% | -20.5% | +39.0% | +19.1% |
| 6M | +23.7% | +1.2% | +22.5% | +23.2% |
| YTD | -10.4% | +48.4% | -58.8% | -11.6% |
| 1Y | -19.6% | +30.6% | -50.2% | -20.5% |
| 3Y | +30.8% | +73.6% | -42.9% | +17.9% |
| All | +42.3% | +74.5% | -32.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling