+22.0%
DHR vs EXR
+51.9%
-29.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.6% | +1.7% | +0.9% | +2.0% |
| 30D | +7.4% | +18.0% | -10.6% | +1.0% |
| 3M | +13.0% | +9.7% | +3.3% | +9.1% |
| 6M | +38.5% | +13.4% | +25.0% | +32.0% |
| YTD | +3.8% | +26.3% | -22.5% | -5.5% |
| 1Y | +12.6% | +27.6% | -14.9% | +2.2% |
| 3Y | +22.0% | +52.2% | -30.2% | +5.0% |
| All | +22.0% | +51.9% | -29.9% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling