-48.1%
DOCS vs EXR
+26.1%
-74.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.8% | +5.2% | -6.0% | -1.8% |
| 30D | +17.4% | +20.9% | -3.5% | +12.7% |
| 3M | +57.4% | +7.7% | +49.7% | +53.6% |
| 6M | +26.5% | +13.2% | +13.4% | +23.5% |
| YTD | -26.6% | +26.5% | -53.1% | -31.7% |
| 1Y | -48.1% | +27.2% | -75.3% | -51.7% |
| All | -48.1% | +26.1% | -74.2% | -51.7% |
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