+5.7%
DIS vs EXR
+26.8%
-21.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -1.1% | +1.7% | +1.1% |
| 30D | +10.3% | +18.8% | -8.5% | +2.0% |
| 3M | +15.6% | +9.9% | +5.7% | +10.7% |
| 6M | +15.1% | +12.6% | +2.5% | +9.2% |
| YTD | +6.0% | +26.5% | -20.5% | -5.1% |
| 1Y | +5.7% | +24.5% | -18.8% | -5.3% |
| All | +5.7% | +26.8% | -21.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling