+180.2%
DVA vs EXR
+149.6%
+30.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -0.2% | -3.2% | +3.0% | +0.6% |
| 30D | +1.7% | -6.9% | +8.6% | +3.5% |
| 3M | -8.7% | -7.8% | -0.9% | -6.9% |
| 6M | +19.7% | -4.9% | +24.5% | +20.9% |
| YTD | +59.6% | +7.2% | +52.5% | +56.6% |
| 1Y | +37.1% | -1.5% | +38.6% | +37.3% |
| 3Y | +89.8% | +22.3% | +67.5% | +78.6% |
| 5Y | +47.4% | -10.9% | +58.3% | +45.8% |
| All | +180.2% | +149.6% | +30.6% | +109.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling