-47.3%
DOCS vs EXR
+28.1%
-75.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.3% | +5.6% |
| 7D | +1.2% | +11.3% | -10.0% | -1.1% |
| 30D | +21.3% | +21.2% | +0.1% | +16.3% |
| 3M | +58.4% | +8.7% | +49.7% | +54.2% |
| 6M | +39.3% | +18.2% | +21.1% | +35.4% |
| YTD | -21.7% | +27.9% | -49.7% | -27.2% |
| 1Y | -47.3% | +28.3% | -75.7% | -51.0% |
| All | -47.3% | +28.1% | -75.4% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling