+329.1%
DIS vs BX
+833.1%
-504.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +4.4% | +3.7% | +0.7% | +3.2% |
| 30D | +10.3% | +8.2% | +2.1% | +7.2% |
| 3M | +15.5% | -12.7% | +28.2% | +20.1% |
| 6M | +11.2% | +1.0% | +10.2% | +9.6% |
| YTD | +5.6% | -17.2% | +22.8% | +10.3% |
| 1Y | +7.7% | -11.6% | +19.3% | +10.1% |
| 3Y | +39.3% | +36.8% | +2.5% | +20.7% |
| 5Y | -29.5% | +4.8% | -34.3% | -35.8% |
| 10Y | +36.3% | +672.8% | -636.5% | -33.7% |
| All | +329.1% | +833.1% | -504.0% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling