-6.4%
DDOG vs EXR
-0.3%
-6.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -23.9% | +5.2% | -29.1% | -25.6% |
| 30D | -34.0% | +20.9% | -54.9% | -39.2% |
| 3M | -21.9% | +7.7% | -29.6% | -24.7% |
| 6M | +24.6% | +13.2% | +11.4% | +16.9% |
| YTD | +31.7% | +26.5% | +5.2% | +15.5% |
| 1Y | -6.2% | +27.2% | -33.4% | -18.1% |
| 3Y | +125.1% | +71.5% | +53.5% | +46.3% |
| All | -6.4% | -0.3% | -6.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling