+163.2%
OXY vs EXR
-11.2%
+174.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +1.4% | -3.2% | +4.6% | +2.1% |
| 30D | +4.0% | -6.9% | +10.9% | +5.7% |
| 3M | +7.6% | -7.8% | +15.4% | +9.4% |
| 6M | +16.2% | -4.9% | +21.1% | +16.8% |
| YTD | +50.8% | +7.2% | +43.7% | +46.5% |
| 1Y | +34.7% | -1.5% | +36.2% | +33.7% |
| 3Y | -1.0% | +22.3% | -23.3% | -9.1% |
| 5Y | +163.2% | -10.9% | +174.1% | +172.8% |
| All | +163.2% | -11.2% | +174.4% | +172.8% |
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