+122.8%
DAL vs EXR
+221.5%
-98.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.4% |
| 7D | +8.8% | +5.2% | +3.6% | +6.9% |
| 30D | +5.4% | +20.9% | -15.5% | -1.7% |
| 3M | -4.9% | +7.7% | -12.6% | -7.5% |
| 6M | +19.8% | +13.2% | +6.7% | +14.3% |
| YTD | +27.0% | +26.5% | +0.5% | +16.1% |
| 1Y | +52.5% | +27.2% | +25.3% | +39.0% |
| 3Y | +173.8% | +71.5% | +102.3% | +120.0% |
| 5Y | +104.5% | +0.4% | +104.2% | +94.5% |
| All | +122.8% | +221.5% | -98.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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