+40.7%
DGX vs EXR
+25.3%
+15.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +11.2% | +18.2% | -7.0% | +5.3% |
| 3M | +10.4% | +7.3% | +3.1% | +7.9% |
| 6M | +37.1% | +13.8% | +23.3% | +31.4% |
| YTD | +52.1% | +25.9% | +26.2% | +36.1% |
| 1Y | +40.7% | +25.8% | +14.9% | +26.3% |
| All | +40.7% | +25.3% | +15.4% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling