+82.3%
DT vs EXR
+85.9%
-3.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -7.5% | +1.7% | -9.3% | -8.1% |
| 30D | -31.5% | +18.0% | -49.6% | -35.4% |
| 3M | -14.0% | +9.7% | -23.7% | -16.9% |
| 6M | +6.9% | +13.4% | -6.6% | +1.8% |
| YTD | +0.3% | +26.3% | -25.9% | -8.9% |
| 1Y | -6.9% | +27.6% | -34.5% | -15.8% |
| 3Y | -13.9% | +52.2% | -66.1% | -30.8% |
| 5Y | -39.9% | -1.1% | -38.9% | -42.6% |
| All | +82.3% | +85.9% | -3.6% | +35.2% |
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