+251.6%
DD vs EXR
+2,662.2%
-2,410.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -3.5% | -2.6% | -1.0% | -2.4% |
| 30D | -10.3% | -7.2% | -3.1% | -7.4% |
| 3M | -7.5% | -3.5% | -4.0% | -6.4% |
| 6M | -8.0% | -5.3% | -2.7% | -6.2% |
| YTD | +10.5% | +9.4% | +1.1% | +5.6% |
| 1Y | +38.3% | +1.3% | +37.0% | +36.3% |
| 3Y | +42.5% | +22.4% | +20.1% | +26.6% |
| 5Y | +60.2% | -12.2% | +72.4% | +59.2% |
| 10Y | +68.9% | +148.6% | -79.7% | -2.8% |
| All | +251.6% | +2,662.2% | -2,410.6% | -42.2% |
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