+11.9%
DAR vs EXR
+24.9%
-13.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.4% |
| 7D | +1.4% | -2.6% | +3.9% | +2.2% |
| 30D | +12.8% | -7.2% | +20.0% | +15.6% |
| 3M | +7.4% | -3.5% | +10.9% | +8.1% |
| 6M | +22.3% | -5.3% | +27.6% | +23.6% |
| YTD | +81.1% | +9.4% | +71.7% | +71.1% |
| 1Y | +106.5% | +1.3% | +105.2% | +101.5% |
| All | +11.9% | +24.9% | -13.0% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling