+107.3%
DG vs EXR
+147.0%
-39.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +1.0% | -6.9% | +8.0% | +2.7% |
| 3M | +20.3% | -3.0% | +23.3% | +21.2% |
| 6M | -11.7% | -2.9% | -8.8% | -11.2% |
| YTD | -2.3% | +9.3% | -11.6% | -4.4% |
| 1Y | +20.0% | -0.9% | +20.9% | +20.0% |
| 3Y | +7.2% | +24.7% | -17.5% | +0.1% |
| 5Y | -37.9% | -11.7% | -26.2% | -38.0% |
| 10Y | +107.3% | +148.4% | -41.1% | +64.9% |
| All | +107.3% | +147.0% | -39.7% | +64.9% |
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 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