+1,512.9%
EOG vs EXR
+3,075.0%
-1,562.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +7.4% | -1.2% | +8.6% | +7.8% |
| 30D | +2.3% | +18.3% | -16.0% | -3.7% |
| 3M | +9.5% | +9.1% | +0.4% | +5.9% |
| 6M | +17.7% | +11.7% | +5.9% | +12.5% |
| YTD | +52.9% | +25.7% | +27.2% | +39.3% |
| 1Y | +47.7% | +24.9% | +22.8% | +34.8% |
| 3Y | +41.1% | +51.4% | -10.3% | +17.3% |
| 5Y | +108.2% | -1.9% | +110.2% | +96.1% |
| 10Y | +136.3% | +214.0% | -77.7% | +34.5% |
| All | +1,512.9% | +3,075.0% | -1,562.1% | +217.4% |
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