+183.0%
DLR vs EXR
+217.7%
-34.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -2.0% | -1.1% | -0.9% | -1.4% |
| 30D | +0.5% | +18.8% | -18.2% | -8.1% |
| 3M | -4.4% | +9.9% | -14.3% | -9.2% |
| 6M | -6.4% | +12.6% | -19.1% | -12.5% |
| YTD | +19.5% | +26.5% | -7.0% | +4.8% |
| 1Y | +10.5% | +24.5% | -14.0% | -2.4% |
| 3Y | +54.0% | +52.4% | +1.6% | +16.8% |
| 5Y | +39.7% | -1.5% | +41.2% | +33.0% |
| All | +183.0% | +217.7% | -34.8% | +41.2% |
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