+208.1%
DOC vs EXR
+2,662.2%
-2,454.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -0.9% |
| 7D | -1.5% | -2.6% | +1.1% | +0.4% |
| 30D | -4.8% | -7.2% | +2.4% | +0.6% |
| 3M | +6.9% | -3.5% | +10.4% | +9.6% |
| 6M | +20.7% | -5.3% | +26.0% | +25.3% |
| YTD | +34.1% | +9.4% | +24.8% | +24.5% |
| 1Y | +22.6% | +1.3% | +21.3% | +19.9% |
| 3Y | +20.8% | +22.4% | -1.6% | -0.9% |
| 5Y | -24.9% | -12.2% | -12.6% | -25.5% |
| 10Y | -1.8% | +148.6% | -150.4% | -57.9% |
| All | +208.1% | +2,662.2% | -2,454.2% | -80.1% |
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 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