+346.9%
DELL vs EXR
-2.8%
+349.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | -0.1% |
| 7D | +8.7% | -3.1% | +11.8% | +8.3% |
| 30D | +16.9% | -7.5% | +24.4% | +15.6% |
| 3M | +40.4% | -7.5% | +47.9% | +38.6% |
| 6M | +267.1% | -5.2% | +272.3% | +259.0% |
| YTD | +329.1% | +6.5% | +322.6% | +319.1% |
| 1Y | +346.9% | -2.0% | +348.9% | +335.4% |
| All | +346.9% | -2.8% | +349.8% | +335.4% |
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