+100.2%
DAL vs EXR
-1.5%
+101.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | +4.6% | +6.8% | -2.3% | +1.9% |
| 30D | +2.3% | +19.6% | -17.3% | -4.8% |
| 3M | -8.1% | +8.0% | -16.1% | -10.9% |
| 6M | +21.4% | +17.2% | +4.3% | +13.7% |
| YTD | +24.3% | +27.2% | -2.9% | +12.4% |
| 1Y | +47.4% | +26.1% | +21.3% | +33.6% |
| 3Y | +164.6% | +70.7% | +93.9% | +107.0% |
| 5Y | +100.2% | +1.0% | +99.3% | +60.7% |
| All | +100.2% | -1.5% | +101.8% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling