-5.8%
OSCR vs EXR
+37.3%
-43.1%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +1.6% | -1.2% | +2.8% | +2.3% |
| 30D | +10.7% | -6.2% | +16.9% | +14.7% |
| 3M | +13.4% | -7.4% | +20.8% | +18.0% |
| 6M | +144.6% | -0.5% | +145.1% | +145.1% |
| YTD | +128.0% | +8.1% | +120.0% | +117.7% |
| 1Y | +68.7% | -2.9% | +71.5% | +70.7% |
| 3Y | +398.8% | +22.9% | +375.8% | +328.4% |
| 5Y | +87.3% | -10.2% | +97.4% | +94.9% |
| All | -5.8% | +37.3% | -43.1% | -14.9% |
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