-39.8%
DAR vs EXR
-0.3%
-39.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -9.9% | +5.2% | -15.1% | -11.6% |
| 30D | -16.4% | +20.9% | -37.3% | -22.0% |
| 3M | -17.1% | +7.7% | -24.8% | -19.5% |
| 6M | -20.5% | +13.2% | -33.7% | -24.6% |
| YTD | +39.4% | +26.5% | +12.9% | +25.3% |
| 1Y | +57.2% | +27.2% | +30.0% | +41.1% |
| 3Y | +13.9% | +71.5% | -57.7% | -10.6% |
| All | -39.8% | -0.3% | -39.5% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling