+24.0%
DBX vs EXR
+53.5%
-29.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.3% | -0.4% | -2.8% | -3.2% |
| 30D | -5.9% | +18.2% | -24.1% | -8.4% |
| 3M | -6.7% | +7.3% | -14.0% | -7.8% |
| 6M | +28.0% | +13.8% | +14.1% | +25.4% |
| YTD | +20.6% | +25.9% | -5.3% | +16.1% |
| 1Y | +10.3% | +25.8% | -15.5% | +6.2% |
| 3Y | +24.0% | +53.7% | -29.7% | +15.5% |
| All | +24.0% | +53.5% | -29.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling