+125.6%
DAL vs EXR
+205.9%
-80.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +10.7% | +1.7% | +9.0% | +10.1% |
| 30D | +12.5% | +18.0% | -5.5% | +5.9% |
| 3M | +3.6% | +9.7% | -6.0% | +0.2% |
| 6M | +26.7% | +13.4% | +13.3% | +20.8% |
| YTD | +34.3% | +26.3% | +8.0% | +22.8% |
| 1Y | +59.1% | +27.6% | +31.6% | +44.9% |
| 3Y | +179.9% | +52.2% | +127.7% | +134.8% |
| 5Y | +119.1% | -1.1% | +120.2% | +109.4% |
| 10Y | +125.6% | +216.8% | -91.2% | +54.8% |
| All | +125.6% | +205.9% | -80.2% | +54.8% |
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