+240.9%
DIA vs EXR
+215.3%
+25.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | +0.8% | +2.7% | -1.9% | 0.0% |
| 30D | +1.4% | +18.9% | -17.5% | -3.5% |
| 3M | -2.7% | +8.4% | -11.1% | -5.0% |
| 6M | +6.2% | +14.3% | -8.1% | +1.9% |
| YTD | +10.1% | +27.2% | -17.1% | +2.2% |
| 1Y | +13.0% | +25.9% | -12.9% | +5.2% |
| 3Y | +61.9% | +54.6% | +7.2% | +38.7% |
| 5Y | +57.1% | -0.6% | +57.7% | +51.3% |
| 10Y | +240.9% | +208.5% | +32.4% | +142.2% |
| All | +240.9% | +215.3% | +25.6% | +142.2% |
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