+38.1%
NOK vs EXR
+3,090.1%
-3,052.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -2.7% | +1.7% | -4.5% | -3.3% |
| 30D | -20.4% | +18.0% | -38.4% | -25.2% |
| 3M | -9.6% | +9.7% | -19.3% | -12.9% |
| 6M | -35.6% | +13.4% | -49.1% | -39.3% |
| YTD | +27.5% | +26.3% | +1.2% | +15.4% |
| 1Y | +18.4% | +27.6% | -9.2% | +6.6% |
| 3Y | +151.8% | +52.2% | +99.6% | +107.2% |
| 5Y | +61.1% | -1.1% | +62.2% | +51.9% |
| 10Y | +123.7% | +216.8% | -93.1% | +27.6% |
| All | +38.1% | +3,090.1% | -3,052.0% | -69.5% |
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