+2.0%
QCOM vs EXR
+27.0%
-25.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +5.8% | +2.7% | +3.1% | +5.2% |
| 30D | -2.3% | +18.9% | -21.2% | -6.4% |
| 3M | +2.7% | +8.4% | -5.7% | +0.5% |
| 6M | -21.0% | +14.3% | -35.3% | -24.6% |
| YTD | +1.8% | +27.2% | -25.4% | -7.6% |
| All | +2.0% | +27.0% | -25.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling