-19.6%
OTIS vs EXR
-2.8%
-16.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.1% |
| 7D | -2.2% | -3.1% | +0.9% | -1.0% |
| 30D | -4.3% | -7.5% | +3.2% | -1.3% |
| 3M | -2.2% | -7.5% | +5.3% | +0.8% |
| 6M | -19.9% | -5.2% | -14.7% | -18.6% |
| YTD | -19.3% | +6.5% | -25.8% | -20.0% |
| 1Y | -19.6% | -2.0% | -17.5% | -20.7% |
| All | -19.6% | -2.8% | -16.7% | -20.7% |
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