+737.1%
DIA vs EXR
+3,094.9%
-2,357.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.9% | +5.2% | -6.2% | -2.5% |
| 30D | +0.3% | +20.9% | -20.6% | -5.4% |
| 3M | -4.5% | +7.7% | -12.2% | -6.7% |
| 6M | +3.4% | +13.2% | -9.8% | -0.8% |
| YTD | +7.8% | +26.5% | -18.7% | -0.2% |
| 1Y | +10.7% | +27.2% | -16.5% | +2.3% |
| 3Y | +57.5% | +71.5% | -14.0% | +29.8% |
| 5Y | +53.7% | +0.4% | +53.4% | +46.5% |
| 10Y | +247.2% | +225.2% | +22.0% | +121.8% |
| All | +737.1% | +3,094.9% | -2,357.8% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling