+143.3%
DELL vs EXR
+28.1%
+115.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.1% | -11.9% | -7.9% |
| 7D | -24.6% | +11.3% | -35.8% | -22.5% |
| 30D | -32.5% | +21.2% | -53.7% | -29.7% |
| 3M | -20.2% | +8.7% | -28.9% | -18.3% |
| 6M | +76.5% | +18.2% | +58.3% | +76.4% |
| YTD | +198.9% | +27.9% | +171.0% | +198.6% |
| 1Y | +143.3% | +28.3% | +115.0% | +141.3% |
| All | +143.3% | +28.1% | +115.3% | +141.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling