+244.8%
ORCL vs EXR
+221.5%
+23.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -11.2% | +5.2% | -16.4% | -12.3% |
| 30D | -18.8% | +20.9% | -39.7% | -22.6% |
| 3M | -18.8% | +7.7% | -26.5% | -20.3% |
| 6M | -39.7% | +13.2% | -52.9% | -41.9% |
| YTD | -39.6% | +26.5% | -66.1% | -43.8% |
| 1Y | -51.7% | +27.2% | -78.9% | -55.3% |
| 3Y | +10.2% | +71.5% | -61.3% | -8.8% |
| 5Y | +30.8% | +0.4% | +30.5% | +25.3% |
| All | +244.8% | +221.5% | +23.3% | +157.6% |
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