+110.9%
DT vs EXR
+60.9%
+50.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -4.9% | -0.7% | -4.2% | -4.6% |
| 30D | +2.7% | -6.9% | +9.6% | +5.2% |
| 3M | +20.0% | -3.0% | +23.0% | +21.0% |
| 6M | +28.0% | -2.9% | +31.0% | +28.6% |
| YTD | +16.0% | +9.3% | +6.8% | +11.0% |
| 1Y | +0.7% | -0.9% | +1.7% | -0.3% |
| 3Y | +6.2% | +24.7% | -18.5% | -8.2% |
| 5Y | -28.1% | -11.7% | -16.4% | -28.6% |
| All | +110.9% | +60.9% | +50.0% | +64.7% |
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