+41.5%
DRAM vs EXR
+23.3%
+18.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.7% | +5.6% |
| 7D | -18.2% | +5.2% | -23.4% | -13.7% |
| 30D | -34.5% | +20.9% | -55.4% | -21.0% |
| 3M | -23.6% | +7.7% | -31.3% | -17.8% |
| 6M | -19.3% | +13.2% | -32.5% | -11.1% |
| All | +41.5% | +23.3% | +18.2% | +51.2% |
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