+69.6%
OTIS vs EXR
+93.1%
-23.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.2% |
| 7D | -2.2% | -3.1% | +0.9% | -1.1% |
| 30D | -4.3% | -7.5% | +3.2% | -1.6% |
| 3M | -2.2% | -7.5% | +5.3% | +0.6% |
| 6M | -19.9% | -5.2% | -14.7% | -18.4% |
| YTD | -19.3% | +6.5% | -25.8% | -21.3% |
| 1Y | -19.6% | -2.0% | -17.5% | -19.4% |
| 3Y | -11.5% | +21.5% | -33.1% | -20.1% |
| 5Y | -16.8% | -11.5% | -5.3% | -16.8% |
| All | +69.6% | +93.1% | -23.5% | +10.2% |
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 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