+5.4%
OXY vs EXR
+149.6%
-144.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.9% | -3.2% | +4.1% | +1.8% |
| 30D | +3.6% | -6.9% | +10.4% | +5.5% |
| 3M | +7.1% | -7.8% | +14.9% | +9.2% |
| 6M | +15.7% | -4.9% | +20.5% | +16.3% |
| YTD | +50.1% | +7.2% | +43.0% | +45.5% |
| 1Y | +34.1% | -1.5% | +35.6% | +33.1% |
| 3Y | -1.5% | +22.3% | -23.7% | -10.3% |
| 5Y | +162.0% | -10.9% | +172.9% | +157.8% |
| All | +5.4% | +149.6% | -144.2% | -23.9% |
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 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