+245.2%
DHR vs EXR
+217.4%
+27.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +0.2% | -1.1% | +1.3% | +0.6% |
| 30D | +6.4% | +18.8% | -12.4% | 0.0% |
| 3M | +13.6% | +9.9% | +3.7% | +9.7% |
| 6M | +41.9% | +12.6% | +29.2% | +35.7% |
| YTD | +3.4% | +26.5% | -23.1% | -5.4% |
| 1Y | +9.9% | +24.5% | -14.6% | +1.0% |
| 3Y | +21.6% | +52.4% | -30.9% | +2.6% |
| 5Y | -10.6% | -1.5% | -9.1% | -13.6% |
| 10Y | +245.2% | +216.0% | +29.2% | +158.3% |
| All | +245.2% | +217.4% | +27.8% | +158.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling