-70.5%
DOCU vs EXR
-1.5%
-69.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.7% |
| 7D | -3.2% | +6.8% | -10.0% | -6.5% |
| 30D | +15.7% | +19.6% | -3.9% | +5.4% |
| 3M | +37.3% | +8.0% | +29.3% | +31.8% |
| 6M | +63.1% | +17.2% | +46.0% | +49.6% |
| YTD | +15.4% | +27.2% | -11.8% | -0.2% |
| 1Y | +11.3% | +26.1% | -14.8% | -3.2% |
| 3Y | +92.1% | +70.7% | +21.4% | +24.9% |
| 5Y | -70.5% | +1.0% | -71.5% | -76.5% |
| All | -70.5% | -1.5% | -69.0% | -76.5% |
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