+8.4%
OMC vs EXR
+1.1%
+7.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | -6.4% | -2.6% | -3.9% | -5.3% |
| 30D | +1.1% | -7.2% | +8.3% | +4.4% |
| 3M | +10.4% | -3.5% | +13.9% | +12.4% |
| 6M | -1.7% | -5.3% | +3.6% | +0.9% |
| YTD | +4.4% | +9.4% | -4.9% | 0.0% |
| 1Y | +8.4% | +1.3% | +7.1% | +6.8% |
| All | +8.4% | +1.1% | +7.4% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling