-38.8%
DOCS vs EXR
+19.1%
-57.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | +6.3% | +18.0% | -11.8% | -1.3% |
| 3M | +26.5% | +9.7% | +16.8% | +21.5% |
| 6M | +24.8% | +13.4% | +11.3% | +17.8% |
| YTD | -26.8% | +26.3% | -53.1% | -34.9% |
| 1Y | -38.3% | +27.6% | -65.8% | -45.3% |
| 3Y | +36.0% | +52.2% | -16.1% | +6.2% |
| 5Y | -55.0% | -1.1% | -53.9% | -55.5% |
| All | -38.8% | +19.1% | -57.9% | -35.0% |
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