-31.1%
DOCN vs EXR
-1.5%
-29.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.3% | -15.5% |
| 7D | -29.3% | +6.8% | -36.1% | -32.1% |
| 30D | -46.0% | +19.6% | -65.6% | -51.7% |
| 3M | -43.2% | +8.0% | -51.2% | -46.1% |
| 6M | -53.7% | +17.2% | -70.9% | -59.1% |
| YTD | +46.9% | +27.2% | +19.7% | +20.4% |
| 1Y | +54.3% | +26.1% | +28.3% | +26.8% |
| 3Y | +185.5% | +70.7% | +114.9% | +64.2% |
| 5Y | -31.1% | +1.0% | -32.1% | -40.3% |
| All | -31.1% | -1.5% | -29.6% | -40.3% |
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