-50.3%
DOCS vs EXR
+3.1%
-53.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.2% |
| 7D | -1.4% | -2.6% | +1.1% | -0.3% |
| 30D | +21.8% | -7.2% | +29.0% | +26.1% |
| 3M | +27.3% | -3.5% | +30.8% | +29.4% |
| 6M | -0.3% | -5.3% | +5.0% | +1.7% |
| YTD | -40.5% | +9.4% | -49.8% | -43.6% |
| 1Y | -61.5% | +1.3% | -62.9% | -62.3% |
| 3Y | +8.2% | +22.4% | -14.2% | -6.5% |
| 5Y | -73.4% | -12.2% | -61.2% | -73.7% |
| All | -50.3% | +3.1% | -53.4% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling