+583.4%
DG vs EXR
+2,140.0%
-1,556.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +8.4% | -2.6% | +11.0% | +9.1% |
| 30D | +4.9% | -7.2% | +12.1% | +6.9% |
| 3M | +29.3% | -3.5% | +32.8% | +30.5% |
| 6M | -11.3% | -5.3% | -6.0% | -10.1% |
| YTD | +1.8% | +9.4% | -7.6% | -0.6% |
| 1Y | +25.3% | +1.3% | +24.0% | +24.7% |
| 3Y | +9.1% | +22.4% | -13.3% | +1.8% |
| 5Y | -34.9% | -12.2% | -22.6% | -35.0% |
| 10Y | +108.2% | +148.6% | -40.4% | +55.0% |
| All | +583.4% | +2,140.0% | -1,556.6% | +191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling