-60.6%
OUST vs EXR
+75.4%
-136.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | +31.9% | +1.7% | +30.1% | +31.0% |
| 30D | -4.2% | +18.0% | -22.3% | -11.8% |
| 3M | -9.3% | +9.7% | -18.9% | -13.6% |
| 6M | +51.7% | +13.4% | +38.2% | +39.4% |
| YTD | +76.6% | +26.3% | +50.3% | +52.5% |
| 1Y | +48.9% | +27.6% | +21.3% | +27.5% |
| 3Y | +675.3% | +52.2% | +623.1% | +477.6% |
| 5Y | -44.0% | -1.1% | -43.0% | -49.4% |
| All | -60.6% | +75.4% | -136.0% | -64.2% |
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