-53.8%
OUST vs EXR
-11.8%
-42.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.4% |
| 7D | +5.2% | -2.6% | +7.8% | +6.7% |
| 30D | -19.3% | -7.2% | -12.1% | -15.9% |
| 3M | -22.6% | -3.5% | -19.1% | -22.5% |
| 6M | +62.8% | -5.3% | +68.1% | +64.4% |
| YTD | +68.3% | +9.4% | +59.0% | +54.7% |
| 1Y | +28.5% | +1.3% | +27.2% | +23.6% |
| 3Y | +554.0% | +22.4% | +531.6% | +424.4% |
| All | -53.8% | -11.8% | -42.0% | -56.6% |
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