+143.5%
DELL vs EXR
+26.6%
+116.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.7% |
| 7D | -18.1% | +1.7% | -19.9% | -17.6% |
| 30D | -42.9% | +18.0% | -60.9% | -40.8% |
| 3M | -26.9% | +9.7% | -36.5% | -25.1% |
| 6M | +28.8% | +13.4% | +15.3% | +29.8% |
| YTD | +168.4% | +26.3% | +142.1% | +165.3% |
| All | +143.5% | +26.6% | +116.9% | +145.2% |
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 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