+561.8%
ON vs EXR
+147.0%
+414.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.4% | -4.4% |
| 7D | -2.2% | -0.7% | -1.5% | -1.9% |
| 30D | -12.4% | -6.9% | -5.5% | -9.9% |
| 3M | -41.2% | -3.0% | -38.2% | -41.1% |
| 6M | +25.0% | -2.9% | +27.9% | +25.0% |
| YTD | +31.3% | +9.3% | +22.0% | +24.4% |
| 1Y | +45.4% | -0.9% | +46.4% | +43.6% |
| 3Y | -27.4% | +24.7% | -52.1% | -35.5% |
| 5Y | +58.5% | -11.7% | +70.2% | +59.1% |
| 10Y | +561.8% | +148.4% | +413.4% | +435.8% |
| All | +561.8% | +147.0% | +414.8% | +435.8% |
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