-1.4%
DOW vs EXR
+114.6%
-116.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -0.5% | -1.1% | +0.6% | -0.1% |
| 30D | +15.7% | +18.8% | -3.1% | +8.1% |
| 3M | +5.3% | +9.9% | -4.6% | +1.3% |
| 6M | -14.2% | +12.6% | -26.8% | -18.6% |
| YTD | +43.9% | +26.5% | +17.4% | +29.0% |
| 1Y | +53.1% | +24.5% | +28.6% | +38.2% |
| 3Y | -21.8% | +52.4% | -74.2% | -35.6% |
| 5Y | -28.3% | -1.5% | -26.8% | -32.1% |
| All | -1.4% | +114.6% | -116.0% | -34.2% |
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