-28.2%
DHR vs EXR
-10.8%
-17.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.5% |
| 30D | +0.2% | -6.9% | +7.2% | +3.2% |
| 3M | +12.1% | -3.0% | +15.0% | +13.4% |
| 6M | +5.4% | -2.9% | +8.4% | +6.5% |
| YTD | -10.0% | +9.3% | -19.3% | -13.7% |
| 1Y | +4.1% | -0.9% | +5.0% | +3.7% |
| 3Y | -5.2% | +24.7% | -29.9% | -16.2% |
| 5Y | -28.2% | -11.7% | -16.5% | -25.6% |
| All | -28.2% | -10.8% | -17.4% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling