+36.3%
DIS vs EXR
+205.9%
-169.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +4.4% | +1.7% | +2.7% | +3.9% |
| 30D | +10.3% | +18.0% | -7.7% | +5.0% |
| 3M | +15.5% | +9.7% | +5.9% | +12.4% |
| 6M | +11.2% | +13.4% | -2.2% | +7.0% |
| YTD | +5.6% | +26.3% | -20.7% | -1.6% |
| 1Y | +7.7% | +27.6% | -19.8% | +0.1% |
| 3Y | +39.3% | +52.2% | -12.9% | +20.3% |
| 5Y | -29.5% | -1.1% | -28.4% | -32.0% |
| 10Y | +36.3% | +216.8% | -180.6% | +3.5% |
| All | +36.3% | +205.9% | -169.6% | +3.5% |
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