-23.6%
DOC vs EXR
-11.8%
-11.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.2% |
| 7D | -1.5% | -2.6% | +1.1% | -0.2% |
| 30D | -4.8% | -7.2% | +2.4% | -1.0% |
| 3M | +6.9% | -3.5% | +10.4% | +8.8% |
| 6M | +20.7% | -5.3% | +26.0% | +24.0% |
| YTD | +34.1% | +9.4% | +24.8% | +27.7% |
| 1Y | +22.6% | +1.3% | +21.3% | +21.1% |
| 3Y | +20.8% | +22.4% | -1.6% | +7.3% |
| All | -23.6% | -11.8% | -11.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling