+70.5%
DOCN vs EXR
+52.0%
+18.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -19.2% | +5.2% | -24.4% | -21.5% |
| 30D | -43.1% | +20.9% | -63.9% | -49.1% |
| 3M | -40.7% | +7.7% | -48.4% | -43.6% |
| 6M | -55.0% | +13.2% | -68.2% | -59.1% |
| YTD | +50.6% | +26.5% | +24.1% | +25.0% |
| 1Y | +54.0% | +27.2% | +26.8% | +26.7% |
| 3Y | +203.9% | +71.5% | +132.4% | +80.8% |
| 5Y | -29.4% | +0.4% | -29.7% | -30.4% |
| All | +70.5% | +52.0% | +18.5% | +62.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling