+28.5%
OUST vs EXR
+1.1%
+27.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.6% |
| 7D | +5.2% | -2.6% | +7.8% | +5.2% |
| 30D | -19.3% | -7.2% | -12.1% | -19.4% |
| 3M | -22.6% | -3.5% | -19.1% | -24.0% |
| 6M | +62.8% | -5.3% | +68.1% | +58.0% |
| YTD | +68.3% | +9.4% | +59.0% | +49.5% |
| 1Y | +28.5% | +1.3% | +27.2% | +14.3% |
| All | +28.5% | +1.1% | +27.5% | +14.3% |
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