+125.9%
DUK vs EXR
+149.6%
-23.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -1.7% | -3.2% | +1.5% | -0.5% |
| 30D | -2.2% | -6.9% | +4.6% | +0.2% |
| 3M | -3.7% | -7.8% | +4.1% | -1.0% |
| 6M | -6.3% | -4.9% | -1.5% | -4.9% |
| YTD | +4.5% | +7.2% | -2.6% | +1.5% |
| 1Y | +1.8% | -1.5% | +3.3% | +1.6% |
| 3Y | +46.8% | +22.3% | +24.5% | +31.2% |
| 5Y | +40.2% | -10.9% | +51.2% | +38.0% |
| All | +125.9% | +149.6% | -23.7% | +42.4% |
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