+89.6%
OTIS vs EXR
+129.3%
-39.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | -1.1% | -1.7% | -2.5% |
| 30D | +16.1% | +18.8% | -2.7% | +9.2% |
| 3M | +6.7% | +9.9% | -3.2% | +3.1% |
| 6M | +6.0% | +12.6% | -6.6% | +1.5% |
| YTD | -9.8% | +26.5% | -36.3% | -17.3% |
| 1Y | -12.3% | +24.5% | -36.8% | -19.2% |
| 3Y | -0.2% | +52.4% | -52.7% | -16.9% |
| 5Y | +1.0% | -1.5% | +2.5% | -2.3% |
| All | +89.6% | +129.3% | -39.7% | +15.8% |
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