+340.2%
DOV vs EXR
+215.3%
+124.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.2% |
| 7D | -1.4% | +2.7% | -4.0% | -2.3% |
| 30D | +12.8% | +18.9% | -6.2% | +5.6% |
| 3M | +1.1% | +8.4% | -7.2% | -2.0% |
| 6M | -2.6% | +14.3% | -16.9% | -7.8% |
| YTD | +9.9% | +27.2% | -17.4% | -0.3% |
| 1Y | +19.3% | +25.9% | -6.6% | +8.7% |
| 3Y | +68.4% | +54.6% | +13.7% | +38.2% |
| 5Y | +29.1% | -0.6% | +29.7% | +23.6% |
| 10Y | +340.2% | +208.5% | +131.6% | +198.0% |
| All | +340.2% | +215.3% | +124.9% | +198.0% |
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