+74.2%
OTIS vs EXR
+98.2%
-24.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -0.7% | -2.6% | +1.8% | +0.2% |
| 30D | -2.0% | -7.2% | +5.2% | +0.7% |
| 3M | +2.6% | -3.5% | +6.1% | +3.8% |
| 6M | -20.9% | -5.3% | -15.6% | -19.5% |
| YTD | -17.1% | +9.4% | -26.5% | -19.9% |
| 1Y | -15.9% | +1.3% | -17.2% | -16.7% |
| 3Y | -12.7% | +22.4% | -35.2% | -21.3% |
| 5Y | -15.7% | -12.2% | -3.5% | -15.2% |
| All | +74.2% | +98.2% | -24.0% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling