+411.2%
DXCM vs EXR
+205.9%
+205.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -3.7% | +1.7% | -5.4% | -4.2% |
| 30D | -5.0% | +18.0% | -23.0% | -9.9% |
| 3M | -8.8% | +9.7% | -18.5% | -11.5% |
| 6M | +31.9% | +13.4% | +18.4% | +26.5% |
| YTD | +20.4% | +26.3% | -5.9% | +11.3% |
| 1Y | +45.7% | +27.6% | +18.2% | +34.2% |
| 3Y | -15.0% | +52.2% | -67.2% | -27.7% |
| 5Y | -48.5% | -1.1% | -47.4% | -49.7% |
| 10Y | +411.2% | +216.8% | +194.4% | +372.3% |
| All | +411.2% | +205.9% | +205.4% | +372.3% |
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 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