+279.1%
DIS vs BX
+927.0%
-647.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -2.6% | -4.4% | +1.8% | -1.2% |
| 30D | +3.5% | +0.1% | +3.4% | +3.3% |
| 3M | +6.8% | +16.0% | -9.2% | +1.2% |
| 6M | +3.0% | +21.6% | -18.6% | -4.3% |
| YTD | -6.7% | -8.9% | +2.2% | -5.2% |
| 1Y | -10.1% | -16.6% | +6.5% | -6.2% |
| 3Y | +33.0% | +43.3% | -10.3% | +13.6% |
| 5Y | -40.0% | +25.7% | -65.7% | -48.4% |
| 10Y | +21.1% | +689.5% | -668.4% | -41.5% |
| All | +279.1% | +927.0% | -647.9% | +29.9% |
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