+7.8%
ON vs EXR
-0.3%
+8.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -11.7% | +5.2% | -16.9% | -14.0% |
| 30D | -23.3% | +20.9% | -44.1% | -30.6% |
| 3M | -19.2% | +7.7% | -26.9% | -22.5% |
| 6M | -40.1% | +13.2% | -53.3% | -44.9% |
| YTD | +16.9% | +26.5% | -9.6% | +0.4% |
| 1Y | +29.7% | +27.2% | +2.5% | +10.9% |
| 3Y | -4.4% | +71.5% | -75.9% | -33.6% |
| All | +7.8% | -0.3% | +8.2% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling