+774.8%
DGX vs EXR
+3,081.1%
-2,306.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +10.4% | +7.3% | +3.1% | +8.5% |
| 6M | +37.1% | +13.8% | +23.3% | +32.8% |
| YTD | +52.1% | +25.9% | +26.2% | +43.6% |
| 1Y | +40.7% | +25.8% | +14.9% | +32.8% |
| 3Y | +107.6% | +53.7% | +53.9% | +84.8% |
| 5Y | +90.6% | -1.8% | +92.4% | +85.2% |
| 10Y | +287.9% | +214.5% | +73.4% | +181.3% |
| All | +774.8% | +3,081.1% | -2,306.2% | +248.3% |
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 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