+72.7%
OKE vs EXR
+22.1%
+50.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.6% |
| 30D | +4.6% | -6.9% | +11.5% | +6.1% |
| 3M | +6.9% | -7.8% | +14.7% | +8.7% |
| 6M | +15.8% | -4.9% | +20.6% | +16.8% |
| YTD | +35.2% | +7.2% | +28.0% | +32.2% |
| 1Y | +37.6% | -1.5% | +39.1% | +37.3% |
| All | +72.7% | +22.1% | +50.6% | +74.6% |
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