+1,438.4%
EOG vs EXR
+3,114.4%
-1,676.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -6.0% | +2.7% | -8.7% | -6.9% |
| 30D | +0.9% | +18.9% | -18.1% | -5.2% |
| 3M | +10.9% | +8.4% | +2.5% | +7.5% |
| 6M | +15.8% | +14.3% | +1.5% | +9.8% |
| YTD | +45.8% | +27.2% | +18.6% | +32.4% |
| 1Y | +45.3% | +25.9% | +19.4% | +32.3% |
| 3Y | +36.2% | +54.6% | -18.5% | +12.4% |
| 5Y | +94.0% | -0.6% | +94.6% | +81.8% |
| 10Y | +120.5% | +208.5% | -88.0% | +26.5% |
| All | +1,438.4% | +3,114.4% | -1,676.0% | +201.5% |
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 · 6 months rolling