-55.1%
OUST vs EXR
-1.5%
-53.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.6% | -8.4% | -8.7% |
| 7D | -5.0% | +6.8% | -11.9% | -8.4% |
| 30D | -32.0% | +19.6% | -51.6% | -38.7% |
| 3M | -32.4% | +8.0% | -40.3% | -35.4% |
| 6M | +6.7% | +17.2% | -10.4% | -5.0% |
| YTD | +41.0% | +27.2% | +13.8% | +18.4% |
| 1Y | +18.0% | +26.1% | -8.1% | -0.6% |
| 3Y | +560.6% | +70.7% | +489.9% | +321.4% |
| 5Y | -55.1% | +1.0% | -56.1% | -60.9% |
| All | -55.1% | -1.5% | -53.6% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling