+115.0%
DRAM vs EXR
+6.6%
+108.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.2% | +7.8% | +5.4% |
| 7D | +6.9% | -2.6% | +9.5% | +4.2% |
| 30D | +11.1% | -7.2% | +18.3% | +2.9% |
| 3M | -9.1% | -3.5% | -5.6% | -13.4% |
| All | +115.0% | +6.6% | +108.4% | +98.5% |
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 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 · Available span rolling