+155.0%
DPZ vs EXR
+148.5%
+6.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | -2.5% | -2.6% | 0.0% | -2.0% |
| 30D | -7.0% | -7.2% | +0.2% | -5.5% |
| 3M | +11.6% | -3.5% | +15.1% | +12.6% |
| 6M | -15.2% | -5.3% | -9.9% | -14.2% |
| YTD | -17.2% | +9.4% | -26.6% | -18.8% |
| 1Y | -24.8% | +1.3% | -26.2% | -25.2% |
| 3Y | -8.7% | +22.4% | -31.1% | -13.4% |
| 5Y | -28.9% | -12.2% | -16.7% | -28.8% |
| All | +155.0% | +148.5% | +6.5% | +124.4% |
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