+32.3%
OMC vs EXR
+144.7%
-112.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.7% |
| 7D | -4.2% | -3.1% | -1.2% | -3.3% |
| 30D | -7.5% | -7.5% | 0.0% | -5.3% |
| 3M | +4.6% | -7.5% | +12.1% | +7.2% |
| 6M | -4.8% | -5.2% | +0.4% | -3.4% |
| YTD | -1.0% | +6.5% | -7.5% | -3.0% |
| 1Y | +3.8% | -2.0% | +5.9% | +4.2% |
| 3Y | +10.2% | +21.5% | -11.3% | +2.9% |
| 5Y | +29.7% | -11.5% | +41.2% | +29.9% |
| 10Y | +32.3% | +148.0% | -115.7% | +6.7% |
| All | +32.3% | +144.7% | -112.4% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling