+165.8%
DLR vs EXR
+147.0%
+18.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +3.4% | -0.7% | +4.1% | +3.8% |
| 30D | -2.2% | -6.9% | +4.7% | +1.5% |
| 3M | +4.7% | -3.0% | +7.7% | +6.0% |
| 6M | +9.0% | -2.9% | +12.0% | +10.2% |
| YTD | +24.1% | +9.3% | +14.9% | +17.6% |
| 1Y | +20.9% | -0.9% | +21.9% | +20.1% |
| 3Y | +60.0% | +24.7% | +35.3% | +34.5% |
| 5Y | +35.3% | -11.7% | +47.0% | +35.8% |
| 10Y | +165.8% | +148.4% | +17.4% | +45.0% |
| All | +165.8% | +147.0% | +18.8% | +45.0% |
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