+359.5%
DRI vs EXR
+221.5%
+138.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +2.8% | +5.2% | -2.4% | +1.1% |
| 30D | +13.3% | +20.9% | -7.6% | +6.3% |
| 3M | +8.2% | +7.7% | +0.5% | +5.5% |
| 6M | +17.5% | +13.2% | +4.4% | +12.6% |
| YTD | +26.9% | +26.5% | +0.4% | +17.0% |
| 1Y | +31.6% | +27.2% | +4.4% | +21.1% |
| 3Y | +67.0% | +71.5% | -4.6% | +34.7% |
| 5Y | +72.9% | +0.4% | +72.5% | +65.6% |
| All | +359.5% | +221.5% | +138.0% | +206.2% |
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 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