+182.8%
DVA vs EXR
+148.1%
+34.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +2.3% |
| 7D | +2.0% | -3.1% | +5.1% | +2.8% |
| 30D | -0.4% | -7.5% | +7.2% | +1.6% |
| 3M | -7.7% | -7.5% | -0.2% | -5.9% |
| 6M | +20.0% | -5.2% | +25.2% | +21.3% |
| YTD | +61.1% | +6.5% | +54.6% | +58.3% |
| 1Y | +33.9% | -2.0% | +35.9% | +34.2% |
| 3Y | +91.5% | +21.5% | +70.0% | +80.5% |
| 5Y | +41.8% | -11.5% | +53.3% | +40.5% |
| All | +182.8% | +148.1% | +34.7% | +111.8% |
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