+356.5%
DAR vs EXR
+147.0%
+209.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | +13.0% | -6.9% | +19.9% | +15.8% |
| 3M | +15.0% | -3.0% | +18.0% | +15.7% |
| 6M | +26.8% | -2.9% | +29.8% | +27.0% |
| YTD | +86.4% | +9.3% | +77.1% | +78.0% |
| 1Y | +115.1% | -0.9% | +116.0% | +113.1% |
| 3Y | +14.6% | +24.7% | -10.1% | +3.0% |
| 5Y | -8.8% | -11.7% | +2.9% | -9.0% |
| 10Y | +356.5% | +148.4% | +208.1% | +221.2% |
| All | +356.5% | +147.0% | +209.5% | +221.2% |
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