+31.4%
BX vs USAR
-21.7%
+53.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -0.9% |
| 7D | +3.7% | -9.1% | +12.7% | +4.0% |
| 30D | +8.2% | -36.9% | +45.2% | +9.9% |
| 3M | -12.7% | -58.4% | +45.7% | -10.0% |
| 6M | +1.0% | -70.6% | +71.6% | +4.8% |
| YTD | -17.2% | -33.4% | +16.2% | -16.1% |
| 1Y | -11.6% | -54.0% | +42.4% | -9.9% |
| 3Y | +36.8% | -22.7% | +59.4% | +26.9% |
| All | +31.4% | -21.7% | +53.1% | +20.4% |
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