+183.7%
NOK vs EXR
+23.6%
+160.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.2% | +6.2% |
| 7D | +7.3% | -0.7% | +7.9% | +7.4% |
| 30D | +13.8% | -6.9% | +20.7% | +15.3% |
| 3M | -27.0% | -3.0% | -24.0% | -27.1% |
| 6M | +37.6% | -2.9% | +40.5% | +37.1% |
| YTD | +64.6% | +9.3% | +55.3% | +59.1% |
| 1Y | +132.0% | -0.9% | +133.0% | +129.6% |
| 3Y | +183.7% | +24.7% | +159.0% | +160.1% |
| All | +183.7% | +23.6% | +160.0% | +160.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling