+145.3%
DAL vs EXR
+148.5%
-3.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | +0.1% | -2.6% | +2.7% | +1.1% |
| 30D | -13.9% | -7.2% | -6.7% | -11.5% |
| 3M | +1.1% | -3.5% | +4.6% | +2.3% |
| 6M | +26.2% | -5.3% | +31.5% | +28.5% |
| YTD | +16.4% | +9.4% | +7.1% | +12.3% |
| 1Y | +33.9% | +1.3% | +32.5% | +32.5% |
| 3Y | +93.4% | +22.4% | +71.0% | +75.7% |
| 5Y | +106.4% | -12.2% | +118.6% | +105.7% |
| All | +145.3% | +148.5% | -3.2% | +82.8% |
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