-29.3%
DKS vs EXR
+26.6%
-55.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +2.0% |
| 7D | +9.4% | +1.7% | +7.7% | +8.4% |
| 30D | +9.8% | +18.0% | -8.3% | -0.2% |
| 3M | -29.3% | +9.7% | -38.9% | -32.8% |
| 6M | -32.6% | +13.4% | -46.0% | -36.8% |
| YTD | -22.6% | +26.3% | -48.9% | -32.0% |
| All | -29.3% | +26.6% | -55.9% | -37.2% |
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