+696.2%
DGX vs EXR
+2,662.2%
-1,966.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.3% | -2.6% | +0.2% | -1.7% |
| 30D | +0.6% | -7.2% | +7.7% | +2.3% |
| 3M | +21.4% | -3.5% | +24.9% | +22.4% |
| 6M | +14.7% | -5.3% | +20.0% | +16.0% |
| YTD | +38.4% | +9.4% | +29.1% | +35.2% |
| 1Y | +34.0% | +1.3% | +32.7% | +33.1% |
| 3Y | +92.7% | +22.4% | +70.3% | +80.6% |
| 5Y | +67.7% | -12.2% | +79.9% | +67.3% |
| 10Y | +248.0% | +148.6% | +99.4% | +166.2% |
| All | +696.2% | +2,662.2% | -1,966.0% | +228.0% |
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