+516.0%
ON vs EXR
+215.3%
+300.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.6% | +8.6% | +8.9% |
| 7D | -1.4% | +2.7% | -4.1% | -2.5% |
| 30D | -10.9% | +18.9% | -29.8% | -17.2% |
| 3M | -14.9% | +8.4% | -23.2% | -17.9% |
| 6M | -33.0% | +14.3% | -47.3% | -37.6% |
| YTD | +27.6% | +27.2% | +0.4% | +13.2% |
| 1Y | +44.5% | +25.9% | +18.6% | +28.6% |
| 3Y | +7.4% | +54.6% | -47.2% | -13.1% |
| 5Y | +18.7% | -0.6% | +19.3% | +12.8% |
| 10Y | +516.0% | +208.5% | +307.4% | +352.6% |
| All | +516.0% | +215.3% | +300.7% | +352.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling