+36.6%
DIS vs EXR
+215.3%
-178.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +5.3% | +2.7% | +2.6% | +4.5% |
| 30D | +10.2% | +18.9% | -8.7% | +4.7% |
| 3M | +13.5% | +8.4% | +5.2% | +10.8% |
| 6M | +11.1% | +14.3% | -3.2% | +6.7% |
| YTD | +5.5% | +27.2% | -21.7% | -1.9% |
| 1Y | +9.1% | +25.9% | -16.8% | +1.7% |
| 3Y | +36.0% | +54.6% | -18.6% | +16.9% |
| 5Y | -29.8% | -0.6% | -29.2% | -32.4% |
| 10Y | +36.6% | +208.5% | -171.9% | +4.4% |
| All | +36.6% | +215.3% | -178.7% | +4.4% |
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 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