+97.5%
OXY vs EXR
-1.8%
+99.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +4.2% | -0.4% | +4.6% | +4.3% |
| 30D | -4.3% | +18.2% | -22.5% | -8.0% |
| 3M | +2.3% | +7.3% | -5.1% | +0.5% |
| 6M | +5.5% | +13.8% | -8.3% | +2.0% |
| YTD | +44.9% | +25.9% | +18.9% | +35.5% |
| 1Y | +42.6% | +25.8% | +16.8% | +33.4% |
| 3Y | +0.7% | +53.7% | -53.0% | -12.8% |
| All | +97.5% | -1.8% | +99.2% | +81.3% |
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