+76.7%
DDOG vs EXR
+53.5%
+23.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +2.9% | -0.4% | +3.3% | +2.9% |
| 30D | -31.6% | +18.2% | -49.8% | -32.2% |
| 3M | -27.0% | +7.3% | -34.3% | -27.1% |
| 6M | -10.3% | +13.8% | -24.1% | -11.1% |
| YTD | +35.4% | +25.9% | +9.5% | +31.0% |
| 1Y | -1.0% | +25.8% | -26.8% | -4.2% |
| 3Y | +76.7% | +53.7% | +22.9% | +51.7% |
| All | +76.7% | +53.5% | +23.1% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling