-51.1%
DOCS vs EXR
-1.5%
-49.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -1.3% | +6.8% | -8.2% | -4.3% |
| 30D | +19.4% | +19.6% | -0.2% | +9.8% |
| 3M | +53.4% | +8.0% | +45.4% | +48.1% |
| 6M | +28.8% | +17.2% | +11.6% | +19.4% |
| YTD | -25.1% | +27.2% | -52.3% | -34.0% |
| 1Y | -48.1% | +26.1% | -74.2% | -54.1% |
| 3Y | +51.4% | +70.7% | -19.3% | +8.5% |
| 5Y | -51.1% | +1.0% | -52.1% | -57.6% |
| All | -51.1% | -1.5% | -49.6% | -57.6% |
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