-3.4%
DDOG vs EXR
+24.1%
-27.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | -0.3% |
| 7D | +5.6% | -1.2% | +6.8% | +4.9% |
| 30D | -34.9% | +18.3% | -53.2% | -29.1% |
| 3M | -23.4% | +9.1% | -32.5% | -19.5% |
| 6M | -7.7% | +11.7% | -19.5% | -1.2% |
| YTD | +35.6% | +25.7% | +10.0% | +45.7% |
| 1Y | -3.4% | +24.9% | -28.3% | +3.7% |
| All | -3.4% | +24.1% | -27.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling