+32.9%
DIS vs EXR
+217.4%
-184.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | +10.3% | +18.8% | -8.5% | +4.8% |
| 3M | +15.6% | +9.9% | +5.7% | +12.3% |
| 6M | +15.1% | +12.6% | +2.5% | +11.1% |
| YTD | +6.0% | +26.5% | -20.5% | -1.3% |
| 1Y | +5.7% | +24.5% | -18.8% | -1.1% |
| 3Y | +39.8% | +52.4% | -12.6% | +20.7% |
| 5Y | -23.9% | -1.5% | -22.3% | -26.4% |
| 10Y | +32.9% | +216.0% | -183.0% | +1.2% |
| All | +32.9% | +217.4% | -184.5% | +1.2% |
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