+112.8%
ORLY vs EXR
-1.8%
+114.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +6.3% | +18.2% | -11.9% | +2.6% |
| 3M | -0.4% | +7.3% | -7.8% | -2.0% |
| 6M | +2.8% | +13.8% | -11.1% | 0.0% |
| YTD | +1.1% | +25.9% | -24.9% | -3.7% |
| 1Y | -6.3% | +25.8% | -32.1% | -10.7% |
| 3Y | +38.9% | +53.7% | -14.9% | +24.2% |
| All | +112.8% | -1.8% | +114.6% | +113.2% |
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