+291.5%
DD vs EXR
+3,094.9%
-2,803.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +4.6% | +5.2% | -0.6% | +2.3% |
| 30D | +11.8% | +20.9% | -9.1% | +2.9% |
| 3M | +2.2% | +7.7% | -5.5% | -1.3% |
| 6M | -1.6% | +13.2% | -14.8% | -7.3% |
| YTD | +23.0% | +26.5% | -3.5% | +10.2% |
| 1Y | +26.9% | +27.2% | -0.3% | +13.4% |
| 3Y | +77.9% | +71.5% | +6.3% | +36.4% |
| 5Y | +59.9% | +0.4% | +59.5% | +49.9% |
| 10Y | +90.1% | +225.2% | -135.1% | -2.9% |
| All | +291.5% | +3,094.9% | -2,803.4% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling