+1,411.2%
DKS vs EXR
+3,090.1%
-1,678.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.3% | +1.9% |
| 7D | +9.4% | +1.7% | +7.7% | +8.6% |
| 30D | +9.8% | +18.0% | -8.3% | +1.7% |
| 3M | -29.3% | +9.7% | -38.9% | -32.2% |
| 6M | -32.6% | +13.4% | -46.0% | -36.3% |
| YTD | -22.6% | +26.3% | -48.9% | -30.7% |
| 1Y | -29.8% | +27.6% | -57.4% | -37.5% |
| 3Y | +43.2% | +52.2% | -9.0% | +14.1% |
| 5Y | +29.8% | -1.1% | +30.9% | +22.3% |
| 10Y | +236.7% | +216.8% | +19.9% | +71.7% |
| All | +1,411.2% | +3,090.1% | -1,678.8% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling