+375.4%
OMC vs EXR
+3,090.1%
-2,714.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.6% |
| 7D | +6.8% | +1.7% | +5.1% | +6.2% |
| 30D | +16.2% | +18.0% | -1.9% | +10.1% |
| 3M | +6.0% | +9.7% | -3.6% | +3.0% |
| 6M | +17.7% | +13.4% | +4.3% | +13.0% |
| YTD | +13.5% | +26.3% | -12.8% | +4.9% |
| 1Y | +27.2% | +27.6% | -0.4% | +17.2% |
| 3Y | +30.4% | +52.2% | -21.8% | +12.0% |
| 5Y | +53.5% | -1.1% | +54.6% | +47.9% |
| 10Y | +57.0% | +216.8% | -159.8% | -1.0% |
| All | +375.4% | +3,090.1% | -2,714.7% | +28.2% |
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