+108.1%
DE vs EXR
-1.3%
+109.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +3.3% | +1.7% | +1.5% | +2.8% |
| 30D | +10.7% | +18.0% | -7.3% | +5.4% |
| 3M | +13.1% | +9.7% | +3.5% | +10.0% |
| 6M | +20.2% | +13.4% | +6.8% | +15.5% |
| YTD | +48.9% | +26.3% | +22.6% | +38.7% |
| 1Y | +46.6% | +27.6% | +19.1% | +36.2% |
| 3Y | +91.4% | +52.2% | +39.2% | +68.4% |
| 5Y | +108.1% | -1.1% | +109.2% | +92.3% |
| All | +108.1% | -1.3% | +109.4% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling