+775.0%
DGX vs EXR
+3,075.0%
-2,300.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | +12.7% | +18.3% | -5.6% | +8.3% |
| 3M | +9.6% | +9.1% | +0.5% | +7.3% |
| 6M | +37.6% | +11.7% | +25.8% | +33.9% |
| YTD | +52.1% | +25.7% | +26.5% | +43.7% |
| 1Y | +41.3% | +24.9% | +16.4% | +33.6% |
| 3Y | +106.9% | +51.4% | +55.4% | +84.8% |
| 5Y | +90.7% | -1.9% | +92.6% | +85.3% |
| 10Y | +288.0% | +214.0% | +74.1% | +181.5% |
| All | +775.0% | +3,075.0% | -2,300.0% | +248.5% |
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