+275.4%
ORCL vs EXR
+215.7%
+59.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +10.4% | -1.2% | +11.6% | +10.7% |
| 30D | -11.2% | +18.3% | -29.5% | -14.9% |
| 3M | -16.8% | +9.1% | -25.8% | -18.6% |
| 6M | -31.5% | +11.7% | -43.2% | -33.7% |
| YTD | -33.9% | +25.7% | -59.6% | -38.4% |
| 1Y | -43.3% | +24.9% | -68.2% | -47.1% |
| 3Y | +16.5% | +51.4% | -35.0% | +0.1% |
| 5Y | +45.4% | -1.9% | +47.3% | +40.1% |
| All | +275.4% | +215.7% | +59.7% | +182.2% |
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 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