+3,457.3%
DLR vs EXR
+2,756.8%
+700.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.0% |
| 7D | +2.4% | +2.7% | -0.3% | +0.7% |
| 30D | +0.7% | +18.9% | -18.2% | -9.6% |
| 3M | -6.4% | +8.4% | -14.8% | -11.3% |
| 6M | -6.5% | +14.3% | -20.8% | -14.6% |
| YTD | +18.8% | +27.2% | -8.5% | +1.1% |
| 1Y | +9.0% | +25.9% | -16.9% | -6.9% |
| 3Y | +54.5% | +54.6% | -0.1% | +10.7% |
| 5Y | +35.8% | -0.6% | +36.4% | +25.0% |
| 10Y | +177.5% | +208.5% | -31.0% | +15.7% |
| All | +3,457.3% | +2,756.8% | +700.5% | +217.7% |
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