+118.0%
ORLY vs EXR
-13.9%
+131.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.7% |
| 7D | -1.0% | -3.1% | +2.0% | -0.4% |
| 30D | -6.7% | -7.5% | +0.9% | -5.2% |
| 3M | -3.8% | -7.5% | +3.7% | -2.2% |
| 6M | -9.0% | -5.2% | -3.8% | -8.0% |
| YTD | -5.6% | +6.5% | -12.1% | -6.7% |
| 1Y | -19.5% | -2.0% | -17.5% | -19.3% |
| 3Y | +34.7% | +21.5% | +13.2% | +27.4% |
| 5Y | +118.0% | -11.5% | +129.6% | +130.2% |
| All | +118.0% | -13.9% | +131.9% | +130.2% |
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