+3,922.7%
DELL vs EXR
+149.6%
+3,773.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -6.0% | -5.5% |
| 7D | -1.9% | -3.2% | +1.3% | -1.2% |
| 30D | +14.9% | -6.9% | +21.8% | +16.6% |
| 3M | +37.2% | -7.8% | +45.0% | +39.0% |
| 6M | +254.0% | -4.9% | +258.9% | +254.8% |
| YTD | +306.1% | +7.2% | +299.0% | +296.2% |
| 1Y | +312.3% | -1.5% | +313.8% | +309.4% |
| 3Y | +654.0% | +22.3% | +631.8% | +591.5% |
| 5Y | +1,055.3% | -10.9% | +1,066.3% | +1,040.4% |
| All | +3,922.7% | +149.6% | +3,773.1% | +3,101.3% |
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 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