+22.3%
DIS vs BX
+655.5%
-633.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.8% | +0.7% |
| 7D | -3.5% | -5.7% | +2.1% | -1.2% |
| 30D | +1.0% | -8.9% | +9.9% | +4.7% |
| 3M | +5.7% | +8.4% | -2.7% | +1.5% |
| 6M | +3.3% | +18.9% | -15.7% | -5.3% |
| YTD | -7.7% | -13.6% | +5.9% | -3.7% |
| 1Y | -10.0% | -22.4% | +12.5% | -2.1% |
| 3Y | +31.7% | +26.0% | +5.7% | +11.8% |
| 5Y | -42.2% | +18.8% | -61.0% | -52.7% |
| 10Y | +22.3% | +668.7% | -646.4% | -51.4% |
| All | +22.3% | +655.5% | -633.1% | -51.4% |
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