+47.6%
ON vs EXR
+28.1%
+19.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.0% | -1.8% |
| 7D | -5.8% | +11.3% | -17.1% | -5.6% |
| 30D | -17.1% | +21.2% | -38.3% | -17.0% |
| 3M | -11.8% | +8.7% | -20.5% | -11.8% |
| 6M | -30.2% | +18.2% | -48.4% | -32.7% |
| YTD | +31.6% | +27.9% | +3.6% | +21.8% |
| 1Y | +47.6% | +28.3% | +19.2% | +36.9% |
| All | +47.6% | +28.1% | +19.5% | +36.9% |
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