+391.2%
DDOG vs EXR
+76.4%
+314.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +5.6% | -1.2% | +6.8% | +6.0% |
| 30D | -34.9% | +18.3% | -53.2% | -38.8% |
| 3M | -23.4% | +9.1% | -32.5% | -26.0% |
| 6M | -7.7% | +11.7% | -19.5% | -12.1% |
| YTD | +35.6% | +25.7% | +10.0% | +22.3% |
| 1Y | -3.4% | +24.9% | -28.3% | -12.7% |
| 3Y | +78.0% | +51.4% | +26.5% | +41.4% |
| 5Y | -4.4% | -1.9% | -2.5% | -8.7% |
| All | +391.2% | +76.4% | +314.9% | +282.4% |
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 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