+31.9%
DIS vs EXR
+216.3%
-184.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +9.2% | +18.2% | -9.1% | +3.9% |
| 3M | +13.5% | +7.3% | +6.2% | +11.1% |
| 6M | +14.3% | +13.8% | +0.5% | +9.9% |
| YTD | +5.4% | +25.9% | -20.6% | -1.7% |
| 1Y | +12.2% | +25.8% | -13.6% | +4.6% |
| 3Y | +37.2% | +53.7% | -16.5% | +18.1% |
| 5Y | -23.1% | -1.8% | -21.4% | -25.6% |
| All | +31.9% | +216.3% | -184.4% | +0.8% |
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