+39.6%
DUK vs EXR
-13.9%
+53.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | 0.0% |
| 7D | -0.1% | -3.1% | +3.0% | +0.7% |
| 30D | +0.2% | -7.5% | +7.8% | +2.3% |
| 3M | -1.9% | -7.5% | +5.6% | +0.1% |
| 6M | -6.5% | -5.2% | -1.3% | -5.3% |
| YTD | +5.4% | +6.5% | -1.1% | +3.5% |
| 1Y | +3.6% | -2.0% | +5.6% | +3.7% |
| 3Y | +48.1% | +21.5% | +26.6% | +37.6% |
| 5Y | +39.6% | -11.5% | +51.1% | +42.3% |
| All | +39.6% | -13.9% | +53.4% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling