+13.8%
DBX vs EXR
+160.6%
-146.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -7.3% | +1.7% | -9.1% | -7.7% |
| 30D | -5.7% | +18.0% | -23.8% | -9.5% |
| 3M | -6.3% | +9.7% | -16.0% | -8.4% |
| 6M | +12.1% | +13.4% | -1.3% | +8.6% |
| YTD | +16.5% | +26.3% | -9.7% | +9.6% |
| 1Y | +6.1% | +27.6% | -21.5% | -0.6% |
| 3Y | +21.8% | +52.2% | -30.4% | +6.3% |
| 5Y | +19.1% | -1.1% | +20.2% | +15.4% |
| All | +13.8% | +160.6% | -146.9% | -11.7% |
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 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