+10.2%
ORCL vs EXR
+69.9%
-59.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -11.2% | +5.2% | -16.4% | -11.4% |
| 30D | -18.8% | +20.9% | -39.7% | -19.9% |
| 3M | -18.8% | +7.7% | -26.5% | -19.2% |
| 6M | -39.7% | +13.2% | -52.9% | -40.5% |
| YTD | -39.6% | +26.5% | -66.1% | -41.7% |
| 1Y | -51.7% | +27.2% | -78.9% | -53.5% |
| 3Y | +10.2% | +71.5% | -61.3% | -2.4% |
| All | +10.2% | +69.9% | -59.7% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling