+21.2%
OUST vs EXR
+28.1%
-6.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.1% | +12.7% | +16.2% |
| 7D | -0.2% | +11.3% | -11.5% | +2.1% |
| 30D | -24.0% | +21.2% | -45.1% | -21.0% |
| 3M | -29.9% | +8.7% | -38.6% | -28.6% |
| 6M | +19.1% | +18.2% | +0.9% | +17.6% |
| YTD | +55.0% | +27.9% | +27.0% | +42.7% |
| 1Y | +21.2% | +28.3% | -7.2% | +10.1% |
| All | +21.2% | +28.1% | -6.9% | +10.1% |
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 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