+526.3%
DIS vs EXR
+2,662.2%
-2,135.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -2.6% | -2.6% | 0.0% | -1.7% |
| 30D | +3.5% | -7.2% | +10.7% | +6.2% |
| 3M | +6.8% | -3.5% | +10.3% | +8.2% |
| 6M | +3.0% | -5.3% | +8.3% | +4.9% |
| YTD | -6.7% | +9.4% | -16.1% | -9.8% |
| 1Y | -10.1% | +1.3% | -11.4% | -10.9% |
| 3Y | +33.0% | +22.4% | +10.6% | +20.1% |
| 5Y | -40.0% | -12.2% | -27.8% | -40.2% |
| 10Y | +21.1% | +148.6% | -127.5% | -21.5% |
| All | +526.3% | +2,662.2% | -2,135.9% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling