+48.9%
OUST vs EXR
+26.0%
+22.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -1.0% |
| 7D | +31.9% | +1.7% | +30.1% | +32.2% |
| 30D | -4.2% | +18.0% | -22.3% | -0.3% |
| 3M | -9.3% | +9.7% | -18.9% | -7.1% |
| 6M | +51.7% | +13.4% | +38.2% | +52.3% |
| YTD | +76.6% | +26.3% | +50.3% | +65.3% |
| 1Y | +48.9% | +27.6% | +21.3% | +37.3% |
| All | +48.9% | +26.0% | +22.9% | +37.3% |
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