-41.5%
DIS vs BX
+26.0%
-67.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.4% |
| 30D | +0.1% | -2.3% | +2.4% | +0.8% |
| 3M | +7.1% | +18.5% | -11.4% | -0.2% |
| 6M | +4.3% | +23.7% | -19.5% | -4.9% |
| YTD | -6.9% | -10.4% | +3.4% | -4.5% |
| 1Y | -10.3% | -19.6% | +9.2% | -4.4% |
| 3Y | +32.8% | +30.8% | +2.0% | +13.4% |
| 5Y | -41.5% | +24.3% | -65.8% | -52.8% |
| All | -41.5% | +26.0% | -67.5% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling