+100.8%
DG vs EXR
+216.3%
-115.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +3.2% | +18.2% | -15.0% | -0.8% |
| 3M | +10.4% | +7.3% | +3.1% | +8.6% |
| 6M | +33.2% | +13.8% | +19.3% | +29.2% |
| YTD | +3.0% | +25.9% | -23.0% | -2.5% |
| 1Y | +31.2% | +25.8% | +5.4% | +24.2% |
| 3Y | +21.8% | +53.7% | -31.9% | +8.3% |
| 5Y | -35.0% | -1.8% | -33.2% | -36.6% |
| All | +100.8% | +216.3% | -115.5% | +54.7% |
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