+199.6%
DKS vs EXR
+151.8%
+47.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.0% |
| 7D | -2.0% | -1.2% | -0.9% | -1.6% |
| 30D | -32.7% | -6.2% | -26.5% | -30.9% |
| 3M | -38.8% | -7.4% | -31.4% | -36.8% |
| 6M | -29.4% | -0.5% | -28.9% | -29.2% |
| YTD | -30.3% | +8.1% | -38.4% | -32.4% |
| 1Y | -39.6% | -2.9% | -36.7% | -39.0% |
| 3Y | +32.2% | +22.9% | +9.2% | +18.7% |
| 5Y | +15.1% | -10.2% | +25.3% | +14.5% |
| All | +199.6% | +151.8% | +47.8% | +95.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling