-35.9%
DKS vs EXR
+1.1%
-37.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +3.0% | -2.6% | +5.6% | +4.5% |
| 30D | -30.5% | -7.2% | -23.3% | -27.5% |
| 3M | -35.7% | -3.5% | -32.2% | -34.1% |
| 6M | -29.7% | -5.3% | -24.4% | -27.7% |
| YTD | -28.9% | +9.4% | -38.2% | -31.8% |
| 1Y | -35.9% | +1.3% | -37.2% | -36.8% |
| All | -35.9% | +1.1% | -37.0% | -36.8% |
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