+378.3%
DDOG vs EXR
+78.5%
+299.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -16.9% | +2.7% | -19.6% | -17.7% |
| 30D | -38.8% | +18.9% | -57.7% | -42.5% |
| 3M | -23.2% | +8.4% | -31.6% | -25.7% |
| 6M | -10.3% | +14.3% | -24.6% | -15.2% |
| YTD | +32.1% | +27.2% | +4.8% | +18.6% |
| 1Y | -6.1% | +25.9% | -32.0% | -15.4% |
| 3Y | +79.2% | +54.6% | +24.6% | +41.3% |
| 5Y | -8.6% | -0.6% | -8.0% | -13.0% |
| All | +378.3% | +78.5% | +299.8% | +270.9% |
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