+1,474.6%
DAR vs EXR
+2,662.2%
-1,187.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | +1.4% | -2.6% | +3.9% | +2.6% |
| 30D | +12.8% | -7.2% | +20.0% | +16.7% |
| 3M | +7.4% | -3.5% | +10.9% | +8.6% |
| 6M | +22.3% | -5.3% | +27.6% | +23.9% |
| YTD | +81.1% | +9.4% | +71.7% | +70.6% |
| 1Y | +106.5% | +1.3% | +105.2% | +101.8% |
| 3Y | +5.3% | +22.4% | -17.1% | -8.4% |
| 5Y | -11.5% | -12.2% | +0.7% | -12.4% |
| 10Y | +353.3% | +148.6% | +204.8% | +146.7% |
| All | +1,474.6% | +2,662.2% | -1,187.6% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling