+319.2%
DD vs EXR
+3,090.1%
-2,770.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +2.2% | +1.7% | +0.5% | +1.4% |
| 30D | +20.7% | +18.0% | +2.6% | +12.2% |
| 3M | +11.3% | +9.7% | +1.7% | +6.8% |
| 6M | +6.0% | +13.4% | -7.5% | -0.2% |
| YTD | +31.7% | +26.3% | +5.4% | +18.1% |
| 1Y | +32.2% | +27.6% | +4.7% | +18.0% |
| 3Y | +92.7% | +52.2% | +40.5% | +56.2% |
| 5Y | +72.1% | -1.1% | +73.2% | +62.5% |
| 10Y | +99.7% | +216.8% | -117.2% | +3.4% |
| All | +319.2% | +3,090.1% | -2,770.9% | -35.4% |
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