+359.4%
ORLY vs EXR
+149.6%
+209.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | -7.6% | -6.9% | -0.7% | -5.9% |
| 3M | -5.5% | -7.8% | +2.3% | -3.4% |
| 6M | -9.7% | -4.9% | -4.8% | -8.6% |
| YTD | -6.2% | +7.2% | -13.4% | -8.0% |
| 1Y | -18.6% | -1.5% | -17.1% | -18.6% |
| 3Y | +33.8% | +22.3% | +11.6% | +23.4% |
| 5Y | +116.5% | -10.9% | +127.5% | +114.6% |
| All | +359.4% | +149.6% | +209.7% | +230.6% |
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