+196.8%
DKS vs EXR
+151.8%
+45.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -3.0% | -1.2% | -1.8% | -2.5% |
| 30D | -33.4% | -6.2% | -27.2% | -31.6% |
| 3M | -39.4% | -7.4% | -32.0% | -37.4% |
| 6M | -30.1% | -0.5% | -29.6% | -29.8% |
| YTD | -31.0% | +8.1% | -39.0% | -33.0% |
| 1Y | -40.2% | -2.9% | -37.3% | -39.6% |
| 3Y | +30.9% | +22.9% | +8.0% | +17.6% |
| 5Y | +14.0% | -10.2% | +24.2% | +13.4% |
| All | +196.8% | +151.8% | +45.0% | +94.0% |
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