+32.9%
DIS vs BX
+667.6%
-634.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +0.6% | -2.8% | +3.4% | +1.7% |
| 30D | +10.3% | +7.3% | +3.0% | +6.7% |
| 3M | +15.6% | -16.3% | +31.9% | +23.6% |
| 6M | +15.1% | +2.5% | +12.6% | +12.2% |
| YTD | +6.0% | -17.6% | +23.6% | +12.1% |
| 1Y | +5.7% | -12.4% | +18.1% | +8.8% |
| 3Y | +39.8% | +36.2% | +3.6% | +14.3% |
| 5Y | -23.9% | +3.0% | -26.9% | -33.5% |
| 10Y | +32.9% | +680.0% | -647.1% | -47.2% |
| All | +32.9% | +667.6% | -634.7% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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