+18.7%
DBX vs EXR
+125.5%
-106.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | -2.9% | -6.9% | +4.1% | -1.2% |
| 3M | +23.8% | -3.0% | +26.8% | +24.8% |
| 6M | +26.2% | -2.9% | +29.1% | +26.8% |
| YTD | +21.6% | +9.3% | +12.3% | +18.5% |
| 1Y | +11.4% | -0.9% | +12.4% | +11.0% |
| 3Y | +21.3% | +24.7% | -3.4% | +11.2% |
| 5Y | +6.7% | -11.7% | +18.3% | +6.3% |
| All | +18.7% | +125.5% | -106.8% | -4.5% |
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