+30.6%
ORCL vs EXR
-0.3%
+30.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -11.2% | +5.2% | -16.4% | -12.0% |
| 30D | -18.8% | +20.9% | -39.7% | -21.9% |
| 3M | -18.8% | +7.7% | -26.5% | -20.1% |
| 6M | -39.7% | +13.2% | -52.9% | -41.6% |
| YTD | -39.6% | +26.5% | -66.1% | -43.3% |
| 1Y | -51.7% | +27.2% | -78.9% | -54.9% |
| 3Y | +10.2% | +71.5% | -61.3% | -8.8% |
| All | +30.6% | -0.3% | +30.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling