+117.6%
DT vs EXR
+61.0%
+56.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.3% | -2.6% | -0.7% | -2.4% |
| 30D | +2.0% | -7.2% | +9.2% | +4.7% |
| 3M | +20.0% | -3.5% | +23.5% | +21.3% |
| 6M | +39.3% | -5.3% | +44.6% | +41.1% |
| YTD | +19.8% | +9.4% | +10.4% | +14.5% |
| 1Y | +4.3% | +1.3% | +3.0% | +2.4% |
| 3Y | +7.7% | +22.4% | -14.7% | -6.1% |
| 5Y | -26.8% | -12.2% | -14.6% | -27.1% |
| All | +117.6% | +61.0% | +56.6% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling