+91.4%
DE vs EXR
+51.9%
+39.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +3.3% | +1.7% | +1.5% | +2.7% |
| 30D | +10.7% | +18.0% | -7.3% | +4.4% |
| 3M | +13.1% | +9.7% | +3.5% | +9.4% |
| 6M | +20.2% | +13.4% | +6.8% | +14.5% |
| YTD | +48.9% | +26.3% | +22.6% | +36.7% |
| 1Y | +46.6% | +27.6% | +19.1% | +34.1% |
| 3Y | +91.4% | +52.2% | +39.2% | +63.2% |
| All | +91.4% | +51.9% | +39.5% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling