-21.4%
DOC vs EXR
-0.9%
-20.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.5% |
| 7D | +8.7% | +11.3% | -2.5% | +2.8% |
| 30D | +7.6% | +21.2% | -13.5% | -2.6% |
| 3M | -5.3% | +8.7% | -14.0% | -9.4% |
| 6M | +27.6% | +18.2% | +9.4% | +17.0% |
| YTD | +32.4% | +27.9% | +4.5% | +16.0% |
| 1Y | +22.9% | +28.3% | -5.5% | +7.4% |
| 3Y | +43.1% | +71.7% | -28.6% | +7.0% |
| 5Y | -21.4% | -0.6% | -20.7% | -27.1% |
| All | -21.4% | -0.9% | -20.5% | -27.1% |
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