+1,320.2%
ORCL vs EXR
+3,113.6%
-1,793.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.7% |
| 7D | -17.5% | +6.8% | -24.3% | -19.3% |
| 30D | -20.2% | +19.6% | -39.7% | -24.7% |
| 3M | -19.9% | +8.0% | -27.9% | -22.0% |
| 6M | -37.4% | +17.2% | -54.6% | -41.0% |
| YTD | -40.1% | +27.2% | -67.3% | -45.3% |
| 1Y | -53.4% | +26.1% | -79.4% | -57.4% |
| 3Y | +10.4% | +70.7% | -60.3% | -11.1% |
| 5Y | +29.8% | +1.0% | +28.8% | +21.9% |
| 10Y | +249.2% | +227.1% | +22.1% | +112.2% |
| All | +1,320.2% | +3,113.6% | -1,793.3% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling