+3,595.7%
DLR vs EXR
+2,354.9%
+1,240.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | +1.6% | -2.6% | +4.1% | +3.2% |
| 30D | -3.4% | -7.2% | +3.8% | +1.1% |
| 3M | +0.5% | -3.5% | +4.0% | +2.3% |
| 6M | +4.6% | -5.3% | +9.9% | +7.5% |
| YTD | +23.4% | +9.4% | +14.1% | +15.6% |
| 1Y | +19.0% | +1.3% | +17.7% | +16.1% |
| 3Y | +56.5% | +22.4% | +34.1% | +29.5% |
| 5Y | +33.3% | -12.2% | +45.6% | +32.5% |
| 10Y | +165.1% | +148.6% | +16.6% | +26.9% |
| All | +3,595.7% | +2,354.9% | +1,240.7% | +263.6% |
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