+3.8%
OMC vs EXR
-2.8%
+6.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.3% |
| 7D | -4.2% | -3.1% | -1.2% | -2.8% |
| 30D | -7.5% | -7.5% | 0.0% | -4.3% |
| 3M | +4.6% | -7.5% | +12.1% | +8.4% |
| 6M | -4.8% | -5.2% | +0.4% | -2.3% |
| YTD | -1.0% | +6.5% | -7.5% | -4.0% |
| 1Y | +3.8% | -2.0% | +5.9% | +4.1% |
| All | +3.8% | -2.8% | +6.7% | +4.1% |
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