+29.7%
OMC vs EXR
-13.9%
+43.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.7% |
| 7D | -4.2% | -3.1% | -1.2% | -3.2% |
| 30D | -7.5% | -7.5% | 0.0% | -5.1% |
| 3M | +4.6% | -7.5% | +12.1% | +7.4% |
| 6M | -4.8% | -5.2% | +0.4% | -3.3% |
| YTD | -1.0% | +6.5% | -7.5% | -3.2% |
| 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% | +34.5% |
| All | +29.7% | -13.9% | +43.6% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling