+337.6%
OMC vs EXR
+2,662.2%
-2,324.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.1% |
| 7D | -6.4% | -2.6% | -3.9% | -5.6% |
| 30D | +1.1% | -7.2% | +8.3% | +3.6% |
| 3M | +10.4% | -3.5% | +13.9% | +11.8% |
| 6M | -1.7% | -5.3% | +3.6% | -0.1% |
| YTD | +4.4% | +9.4% | -4.9% | +1.1% |
| 1Y | +8.4% | +1.3% | +7.1% | +7.6% |
| 3Y | +14.4% | +22.4% | -8.0% | +5.0% |
| 5Y | +33.9% | -12.2% | +46.1% | +33.7% |
| 10Y | +34.9% | +148.6% | -113.7% | -8.2% |
| All | +337.6% | +2,662.2% | -2,324.6% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling