+128.9%
DPZ vs EXR
+223.4%
-94.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +9.5% | +6.8% | +2.7% | +7.9% |
| 30D | +12.8% | +19.6% | -6.8% | +8.4% |
| 3M | -6.2% | +8.0% | -14.2% | -7.8% |
| 6M | +4.3% | +17.2% | -12.9% | +0.7% |
| YTD | -16.6% | +27.2% | -43.8% | -20.9% |
| 1Y | -12.8% | +26.1% | -38.9% | -17.2% |
| 3Y | -0.8% | +70.7% | -71.5% | -12.2% |
| 5Y | -25.8% | +1.0% | -26.8% | -27.9% |
| All | +128.9% | +223.4% | -94.5% | +91.7% |
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