+34.5%
DBX vs EXR
+69.9%
-35.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -4.4% | +5.2% | -9.6% | -5.1% |
| 30D | +4.8% | +20.9% | -16.1% | +1.7% |
| 3M | +0.3% | +7.7% | -7.4% | -0.9% |
| 6M | +40.4% | +13.2% | +27.2% | +37.7% |
| YTD | +24.7% | +26.5% | -1.8% | +20.1% |
| 1Y | +20.9% | +27.2% | -6.3% | +16.4% |
| 3Y | +34.5% | +71.5% | -37.0% | +25.7% |
| All | +34.5% | +69.9% | -35.4% | +25.7% |
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 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