+859.1%
DTE vs EXR
+2,662.2%
-1,803.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +0.2% | -2.6% | +2.7% | +0.9% |
| 30D | -2.6% | -7.2% | +4.6% | -0.5% |
| 3M | -3.9% | -3.5% | -0.4% | -3.0% |
| 6M | -7.9% | -5.3% | -2.6% | -6.6% |
| YTD | +7.2% | +9.4% | -2.2% | +4.2% |
| 1Y | +3.1% | +1.3% | +1.8% | +2.2% |
| 3Y | +47.6% | +22.4% | +25.2% | +36.4% |
| 5Y | +32.7% | -12.2% | +45.0% | +32.5% |
| 10Y | +138.8% | +148.6% | -9.8% | +77.5% |
| All | +859.1% | +2,662.2% | -1,803.2% | +281.7% |
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 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