+235.9%
DKS vs EXR
+216.9%
+19.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.9% |
| 7D | +9.4% | +1.7% | +7.7% | +8.7% |
| 30D | +9.8% | +18.0% | -8.3% | +2.7% |
| 3M | -29.3% | +9.7% | -38.9% | -31.8% |
| 6M | -32.6% | +13.4% | -46.0% | -35.8% |
| YTD | -22.6% | +26.3% | -48.9% | -29.5% |
| 1Y | -29.8% | +27.6% | -57.4% | -36.4% |
| 3Y | +43.2% | +52.2% | -9.0% | +18.0% |
| 5Y | +29.8% | -1.1% | +30.9% | +24.7% |
| All | +235.9% | +216.9% | +19.0% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling