+373.6%
DELL vs EXR
+54.0%
+319.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.4% |
| 7D | -18.1% | +1.7% | -19.9% | -18.1% |
| 30D | -42.9% | +18.0% | -60.9% | -43.1% |
| 3M | -26.9% | +9.7% | -36.5% | -27.0% |
| 6M | +28.8% | +13.4% | +15.3% | +27.5% |
| YTD | +168.4% | +26.3% | +142.1% | +163.0% |
| 1Y | +136.8% | +27.6% | +109.3% | +131.7% |
| All | +373.6% | +54.0% | +319.6% | +375.1% |
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