-64.1%
OUST vs EXR
+75.7%
-139.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.6% | +14.6% | +14.3% |
| 7D | +17.0% | +5.2% | +11.8% | +14.3% |
| 30D | -16.5% | +20.9% | -37.4% | -24.1% |
| 3M | -23.7% | +7.7% | -31.4% | -26.6% |
| 6M | +18.4% | +13.2% | +5.2% | +9.0% |
| YTD | +60.8% | +26.5% | +34.3% | +38.7% |
| 1Y | +44.2% | +27.2% | +17.0% | +23.7% |
| 3Y | +668.1% | +71.5% | +596.6% | +433.4% |
| 5Y | -48.8% | +0.4% | -49.2% | -53.8% |
| All | -64.1% | +75.7% | -139.8% | -67.5% |
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