+335.5%
OXY vs EXR
+2,662.2%
-2,326.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +1.6% | -2.6% | +4.2% | +2.5% |
| 30D | +11.6% | -7.2% | +18.8% | +14.6% |
| 3M | +2.8% | -3.5% | +6.3% | +3.8% |
| 6M | +13.0% | -5.3% | +18.3% | +14.0% |
| YTD | +47.4% | +9.4% | +38.0% | +40.7% |
| 1Y | +31.5% | +1.3% | +30.2% | +28.8% |
| 3Y | -1.9% | +22.4% | -24.4% | -13.0% |
| 5Y | +148.0% | -12.2% | +160.2% | +143.1% |
| 10Y | +2.3% | +148.6% | -146.3% | -36.7% |
| All | +335.5% | +2,662.2% | -2,326.7% | -9.0% |
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