+27.7%
DKS vs EXR
+23.6%
+4.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.8% |
| 7D | -0.4% | -0.7% | +0.2% | -0.2% |
| 30D | -36.6% | -6.9% | -29.7% | -34.8% |
| 3M | -37.6% | -3.0% | -34.6% | -36.7% |
| 6M | -32.1% | -2.9% | -29.1% | -31.2% |
| YTD | -32.3% | +9.3% | -41.6% | -34.2% |
| 1Y | -39.5% | -0.9% | -38.5% | -39.3% |
| 3Y | +27.7% | +24.7% | +3.0% | +28.3% |
| All | +27.7% | +23.6% | +4.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling