+204.4%
DHR vs EXR
+149.6%
+54.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -5.0% | -3.2% | -1.8% | -3.9% |
| 30D | -3.3% | -6.9% | +3.6% | -0.9% |
| 3M | +9.4% | -7.8% | +17.2% | +12.5% |
| 6M | +3.2% | -4.9% | +8.0% | +4.8% |
| YTD | -12.0% | +7.2% | -19.2% | -14.5% |
| 1Y | +4.9% | -1.5% | +6.4% | +4.8% |
| 3Y | -7.4% | +22.3% | -29.6% | -15.4% |
| 5Y | -29.8% | -10.9% | -18.8% | -29.2% |
| All | +204.4% | +149.6% | +54.8% | +141.2% |
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