+381.8%
DAL vs EXR
+1,718.7%
-1,336.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.0% |
| 7D | +4.6% | +6.8% | -2.3% | +1.0% |
| 30D | +2.3% | +19.6% | -17.3% | -7.1% |
| 3M | -8.1% | +8.0% | -16.1% | -11.8% |
| 6M | +21.4% | +17.2% | +4.3% | +11.1% |
| YTD | +24.3% | +27.2% | -2.9% | +8.3% |
| 1Y | +47.4% | +26.1% | +21.3% | +28.9% |
| 3Y | +164.6% | +70.7% | +93.9% | +88.6% |
| 5Y | +100.2% | +1.0% | +99.3% | +83.9% |
| 10Y | +124.9% | +227.1% | -102.2% | -6.5% |
| All | +381.8% | +1,718.7% | -1,336.8% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling