+111.8%
DG vs EXR
+205.9%
-94.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.6% |
| 7D | +5.2% | +1.7% | +3.5% | +4.8% |
| 30D | +7.9% | +18.0% | -10.1% | +3.7% |
| 3M | +12.7% | +9.7% | +3.1% | +10.3% |
| 6M | +22.4% | +13.4% | +9.0% | +18.8% |
| YTD | +5.4% | +26.3% | -20.9% | -0.3% |
| 1Y | +39.4% | +27.6% | +11.8% | +31.5% |
| 3Y | +24.1% | +52.2% | -28.0% | +10.6% |
| 5Y | -32.2% | -1.1% | -31.1% | -34.0% |
| 10Y | +111.8% | +216.8% | -105.0% | +60.8% |
| All | +111.8% | +205.9% | -94.1% | +60.8% |
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