+64.9%
DGX vs EXR
-13.9%
+78.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | -2.2% | -3.1% | +0.9% | -1.4% |
| 30D | -0.9% | -7.5% | +6.6% | +1.1% |
| 3M | +15.6% | -7.5% | +23.1% | +17.8% |
| 6M | +17.8% | -5.2% | +23.0% | +19.2% |
| YTD | +37.5% | +6.5% | +31.0% | +34.9% |
| 1Y | +31.2% | -2.0% | +33.2% | +31.2% |
| 3Y | +96.6% | +21.5% | +75.1% | +85.1% |
| 5Y | +64.9% | -11.5% | +76.4% | +68.1% |
| All | +64.9% | -13.9% | +78.8% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling