+354.0%
DRI vs EXR
+147.0%
+207.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | -0.4% | -6.9% | +6.5% | +1.9% |
| 3M | +9.5% | -3.0% | +12.5% | +10.5% |
| 6M | +6.5% | -2.9% | +9.4% | +7.2% |
| YTD | +18.4% | +9.3% | +9.1% | +14.7% |
| 1Y | +4.2% | -0.9% | +5.2% | +4.1% |
| 3Y | +57.1% | +24.7% | +32.4% | +41.8% |
| 5Y | +70.4% | -11.7% | +82.1% | +69.6% |
| 10Y | +354.0% | +148.4% | +205.7% | +215.6% |
| All | +354.0% | +147.0% | +207.0% | +215.6% |
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