+1,394.7%
EOG vs EXR
+2,662.2%
-1,267.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +1.3% | -2.6% | +3.8% | +2.2% |
| 30D | +8.2% | -7.2% | +15.4% | +10.9% |
| 3M | +3.8% | -3.5% | +7.3% | +4.8% |
| 6M | +15.3% | -5.3% | +20.6% | +16.5% |
| YTD | +41.7% | +9.4% | +32.4% | +35.8% |
| 1Y | +23.6% | +1.3% | +22.2% | +21.3% |
| 3Y | +23.3% | +22.4% | +0.9% | +10.2% |
| 5Y | +170.4% | -12.2% | +182.7% | +164.2% |
| 10Y | +125.5% | +148.6% | -23.1% | +39.7% |
| All | +1,394.7% | +2,662.2% | -1,267.5% | +209.4% |
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