+120.2%
DDOG vs EXR
+24.9%
+95.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | -10.1% | -2.6% | -7.6% | -9.9% |
| 30D | -24.8% | -7.2% | -17.6% | -24.2% |
| 3M | -12.6% | -3.5% | -9.1% | -12.3% |
| 6M | +79.9% | -5.3% | +85.2% | +80.5% |
| YTD | +56.6% | +9.4% | +47.2% | +52.1% |
| 1Y | +61.6% | +1.3% | +60.3% | +59.5% |
| All | +120.2% | +24.9% | +95.4% | +101.2% |
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