+246.0%
ORCL vs EXR
+205.9%
+40.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -6.5% | +1.7% | -8.2% | -6.9% |
| 30D | -16.6% | +18.0% | -34.6% | -19.9% |
| 3M | -21.6% | +9.7% | -31.3% | -23.4% |
| 6M | -39.4% | +13.4% | -52.8% | -41.6% |
| YTD | -38.7% | +26.3% | -64.9% | -42.9% |
| 1Y | -50.4% | +27.6% | -77.9% | -54.0% |
| 3Y | +8.1% | +52.2% | -44.1% | -7.2% |
| 5Y | +34.5% | -1.1% | +35.6% | +29.4% |
| 10Y | +246.0% | +216.8% | +29.2% | +158.9% |
| All | +246.0% | +205.9% | +40.2% | +158.9% |
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 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