+95.3%
DOCU vs EXR
+149.0%
-53.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -5.5% | +5.2% | -10.8% | -7.4% |
| 30D | +12.6% | +20.9% | -8.2% | +4.7% |
| 3M | +36.4% | +7.7% | +28.7% | +32.5% |
| 6M | +66.8% | +13.2% | +53.6% | +58.7% |
| YTD | +13.5% | +26.5% | -13.0% | +2.4% |
| 1Y | +11.3% | +27.2% | -15.9% | +0.2% |
| 3Y | +92.1% | +71.5% | +20.5% | +47.6% |
| 5Y | -71.0% | +0.4% | -71.4% | -72.1% |
| All | +95.3% | +149.0% | -53.6% | +61.0% |
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