+762.6%
DE vs EXR
+215.7%
+546.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | +2.3% | -1.2% | +3.5% | +2.7% |
| 30D | +4.4% | +18.3% | -13.9% | -1.2% |
| 3M | +9.8% | +9.1% | +0.7% | +6.5% |
| 6M | +15.8% | +11.7% | +4.0% | +11.2% |
| YTD | +47.0% | +25.7% | +21.3% | +35.9% |
| 1Y | +42.8% | +24.9% | +17.9% | +32.2% |
| 3Y | +88.9% | +51.4% | +37.5% | +61.7% |
| 5Y | +101.9% | -1.9% | +103.8% | +94.0% |
| All | +762.6% | +215.7% | +546.9% | +480.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling