+694.6%
DELL vs EXR
+23.6%
+671.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +25.6% | -0.7% | +26.3% | +25.7% |
| 30D | +17.7% | -6.9% | +24.6% | +18.1% |
| 3M | +33.4% | -3.0% | +36.4% | +33.1% |
| 6M | +266.2% | -2.9% | +269.1% | +264.4% |
| YTD | +328.0% | +9.3% | +318.7% | +320.7% |
| 1Y | +339.6% | -0.9% | +340.5% | +336.3% |
| 3Y | +694.6% | +24.7% | +669.9% | +696.9% |
| All | +694.6% | +23.6% | +671.0% | +696.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling