+162.6%
DUK vs EXR
+216.3%
-53.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.9% | -0.4% | +2.4% | +2.1% |
| 30D | +8.9% | +18.2% | -9.3% | +2.6% |
| 3M | +5.6% | +7.3% | -1.8% | +2.8% |
| 6M | +7.0% | +13.8% | -6.9% | +2.0% |
| YTD | +14.0% | +25.9% | -11.9% | +4.5% |
| 1Y | +9.1% | +25.8% | -16.7% | 0.0% |
| 3Y | +67.6% | +53.7% | +13.9% | +37.9% |
| 5Y | +56.6% | -1.8% | +58.4% | +50.1% |
| All | +162.6% | +216.3% | -53.7% | +55.4% |
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