-2.3%
OXY vs EXR
+23.6%
-25.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +8.5% | -6.9% | +15.4% | +9.8% |
| 3M | +6.0% | -3.0% | +9.0% | +6.3% |
| 6M | +13.0% | -2.9% | +15.9% | +13.1% |
| YTD | +48.9% | +9.3% | +39.6% | +44.3% |
| 1Y | +36.4% | -0.9% | +37.4% | +35.4% |
| 3Y | -2.3% | +24.7% | -27.0% | -6.6% |
| All | -2.3% | +23.6% | -25.9% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling