+105.1%
OSCR vs EXR
+28.1%
+77.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +6.7% |
| 7D | +15.5% | +11.3% | +4.2% | +8.6% |
| 30D | +8.5% | +21.2% | -12.6% | -3.2% |
| 3M | +15.8% | +8.7% | +7.1% | +10.8% |
| 6M | +89.5% | +18.2% | +71.3% | +70.7% |
| YTD | +144.9% | +27.9% | +116.9% | +101.1% |
| 1Y | +105.1% | +28.3% | +76.7% | +73.5% |
| All | +105.1% | +28.1% | +77.0% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling