+1,288.8%
DKS vs EXR
+2,662.2%
-1,373.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +3.0% | -2.6% | +5.6% | +4.3% |
| 30D | -30.5% | -7.2% | -23.3% | -28.0% |
| 3M | -35.7% | -3.5% | -32.2% | -34.5% |
| 6M | -29.7% | -5.3% | -24.4% | -27.8% |
| YTD | -28.9% | +9.4% | -38.2% | -31.8% |
| 1Y | -35.9% | +1.3% | -37.2% | -36.5% |
| 3Y | +28.2% | +22.4% | +5.7% | +12.5% |
| 5Y | +11.8% | -12.2% | +24.1% | +11.2% |
| 10Y | +211.6% | +148.6% | +63.0% | +77.7% |
| All | +1,288.8% | +2,662.2% | -1,373.5% | +118.0% |
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 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