+373.6%
OMC vs EXR
+3,114.4%
-2,740.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +5.4% | +2.7% | +2.7% | +4.5% |
| 30D | +15.7% | +18.9% | -3.2% | +9.4% |
| 3M | +4.9% | +8.4% | -3.5% | +2.3% |
| 6M | +17.3% | +14.3% | +3.0% | +12.3% |
| YTD | +13.0% | +27.2% | -14.2% | +4.2% |
| 1Y | +24.1% | +25.9% | -1.9% | +14.8% |
| 3Y | +31.2% | +54.6% | -23.4% | +12.1% |
| 5Y | +53.4% | -0.6% | +54.0% | +47.5% |
| 10Y | +55.5% | +208.5% | -153.0% | -1.1% |
| All | +373.6% | +3,114.4% | -2,740.8% | +27.4% |
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