-28.0%
ORCL vs EXR
+1.1%
-29.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +2.7% |
| 7D | +5.3% | -2.6% | +7.8% | +4.4% |
| 30D | +10.0% | -7.2% | +17.2% | +7.4% |
| 3M | -32.6% | -3.5% | -29.1% | -33.3% |
| 6M | +4.9% | -5.3% | +10.2% | +2.1% |
| YTD | -17.8% | +9.4% | -27.1% | -18.5% |
| 1Y | -28.0% | +1.3% | -29.3% | -24.2% |
| All | -28.0% | +1.1% | -29.1% | -24.2% |
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