+279.5%
DAR vs EXR
+205.9%
+73.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.6% |
| 7D | -3.8% | +1.7% | -5.6% | -4.4% |
| 30D | -14.4% | +18.0% | -32.5% | -19.4% |
| 3M | -17.9% | +9.7% | -27.6% | -20.7% |
| 6M | -18.3% | +13.4% | -31.7% | -22.5% |
| YTD | +43.2% | +26.3% | +17.0% | +29.6% |
| 1Y | +57.7% | +27.6% | +30.2% | +42.3% |
| 3Y | +22.7% | +52.2% | -29.4% | +2.7% |
| 5Y | -34.0% | -1.1% | -33.0% | -36.9% |
| 10Y | +279.5% | +216.8% | +62.7% | +149.7% |
| All | +279.5% | +205.9% | +73.6% | +149.7% |
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