+14.9%
DG vs EXR
+24.9%
-10.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +8.4% | -2.6% | +11.0% | +9.0% |
| 30D | +4.9% | -7.2% | +12.1% | +6.8% |
| 3M | +29.3% | -3.5% | +32.8% | +30.5% |
| 6M | -11.3% | -5.3% | -6.0% | -10.3% |
| YTD | +1.8% | +9.4% | -7.6% | 0.0% |
| 1Y | +25.3% | +1.3% | +24.0% | +24.7% |
| All | +14.9% | +24.9% | -10.0% | +13.2% |
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