+10.4%
DBX vs EXR
-11.8%
+22.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.1% |
| 7D | -2.4% | -2.6% | +0.1% | -1.8% |
| 30D | -0.5% | -7.2% | +6.7% | +1.4% |
| 3M | +28.1% | -3.5% | +31.6% | +29.3% |
| 6M | +33.1% | -5.3% | +38.4% | +34.6% |
| YTD | +25.3% | +9.4% | +15.9% | +21.8% |
| 1Y | +18.3% | +1.3% | +17.0% | +17.2% |
| 3Y | +25.0% | +22.4% | +2.6% | +13.5% |
| All | +10.4% | -11.8% | +22.2% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling