+47.3%
DLR vs EXR
+69.9%
-22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.6% | +5.2% | -8.8% | -5.2% |
| 30D | -3.5% | +20.9% | -24.3% | -9.4% |
| 3M | -8.9% | +7.7% | -16.6% | -11.2% |
| 6M | -11.6% | +13.2% | -24.8% | -15.4% |
| YTD | +14.9% | +26.5% | -11.6% | +5.7% |
| 1Y | +6.4% | +27.2% | -20.8% | -2.3% |
| 3Y | +47.3% | +71.5% | -24.3% | +24.3% |
| All | +47.3% | +69.9% | -22.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling