-10.8%
DOW vs EXR
+85.5%
-96.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | -2.4% | -2.6% | +0.2% | -1.4% |
| 30D | +0.4% | -7.2% | +7.6% | +3.3% |
| 3M | -14.4% | -3.5% | -10.9% | -13.4% |
| 6M | -7.0% | -5.3% | -1.7% | -5.9% |
| YTD | +30.2% | +9.4% | +20.8% | +23.8% |
| 1Y | +29.2% | +1.3% | +27.9% | +26.9% |
| 3Y | -36.7% | +22.4% | -59.1% | -43.3% |
| 5Y | -37.7% | -12.2% | -25.5% | -38.5% |
| All | -10.8% | +85.5% | -96.3% | -36.9% |
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