+61.6%
DRAM vs EXR
+23.3%
+38.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.2% | +10.5% |
| 7D | -0.6% | -1.1% | +0.6% | -1.8% |
| 30D | -18.0% | +18.8% | -36.8% | -2.7% |
| 3M | -11.9% | +9.9% | -21.8% | -3.1% |
| 6M | -18.6% | +12.6% | -31.2% | -10.2% |
| All | +61.6% | +23.3% | +38.2% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling