-68.5%
OUST vs EXR
+76.7%
-145.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.6% | -8.4% | -8.7% |
| 7D | -5.0% | +6.8% | -11.9% | -8.0% |
| 30D | -32.0% | +19.6% | -51.6% | -37.8% |
| 3M | -32.4% | +8.0% | -40.3% | -35.0% |
| 6M | +6.7% | +17.2% | -10.4% | -3.5% |
| YTD | +41.0% | +27.2% | +13.8% | +21.3% |
| 1Y | +18.0% | +26.1% | -8.1% | +1.8% |
| 3Y | +560.6% | +70.7% | +489.9% | +360.5% |
| 5Y | -55.1% | +1.0% | -56.1% | -59.6% |
| All | -68.5% | +76.7% | -145.2% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling