+589.6%
DG vs EXR
+2,490.9%
-1,901.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +1.1% | +5.2% | -4.1% | -0.1% |
| 30D | +9.5% | +20.9% | -11.4% | +4.5% |
| 3M | +5.5% | +7.7% | -2.2% | +3.6% |
| 6M | +16.1% | +13.2% | +2.9% | +12.6% |
| YTD | +2.7% | +26.5% | -23.8% | -3.2% |
| 1Y | +42.1% | +27.2% | +14.9% | +33.8% |
| 3Y | +19.3% | +71.5% | -52.3% | +2.5% |
| 5Y | -35.3% | +0.4% | -35.7% | -37.5% |
| 10Y | +123.9% | +225.2% | -101.3% | +56.0% |
| All | +589.6% | +2,490.9% | -1,901.3% | +184.0% |
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