+251.6%
ORCL vs EXR
+215.3%
+36.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.0% |
| 7D | +0.5% | +2.7% | -2.2% | -0.1% |
| 30D | -15.3% | +18.9% | -34.2% | -18.8% |
| 3M | -18.2% | +8.4% | -26.6% | -19.9% |
| 6M | -38.4% | +14.3% | -52.7% | -40.8% |
| YTD | -37.7% | +27.2% | -65.0% | -42.1% |
| 1Y | -49.3% | +25.9% | -75.2% | -52.8% |
| 3Y | +10.6% | +54.6% | -44.0% | -5.4% |
| 5Y | +35.5% | -0.6% | +36.1% | +30.2% |
| 10Y | +251.6% | +208.5% | +43.1% | +164.5% |
| All | +251.6% | +215.3% | +36.3% | +164.5% |
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