+38.6%
NOK vs EXR
+3,075.0%
-3,036.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +11.0% | -1.2% | +12.2% | +11.5% |
| 30D | -16.0% | +18.3% | -34.3% | -21.2% |
| 3M | -19.8% | +9.1% | -28.8% | -22.5% |
| 6M | -37.1% | +11.7% | -48.9% | -40.4% |
| YTD | +28.0% | +25.7% | +2.3% | +16.0% |
| 1Y | +17.9% | +24.9% | -7.0% | +7.1% |
| 3Y | +152.7% | +51.4% | +101.3% | +108.3% |
| 5Y | +62.3% | -1.9% | +64.2% | +53.5% |
| 10Y | +128.1% | +214.0% | -85.9% | +30.5% |
| All | +38.6% | +3,075.0% | -3,036.4% | -69.4% |
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