+235.3%
DIA vs EXR
+215.7%
+19.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | +1.6% | -1.2% | +2.8% | +1.9% |
| 30D | +1.2% | +18.3% | -17.1% | -3.5% |
| 3M | -2.4% | +9.1% | -11.5% | -4.9% |
| 6M | +5.7% | +11.7% | -6.1% | +2.1% |
| YTD | +9.9% | +25.7% | -15.8% | +2.4% |
| 1Y | +9.8% | +24.9% | -15.1% | +2.4% |
| 3Y | +59.8% | +51.4% | +8.3% | +37.7% |
| 5Y | +57.7% | -1.9% | +59.6% | +52.5% |
| All | +235.3% | +215.7% | +19.5% | +137.2% |
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