+3.2%
QCOM vs EXR
+26.0%
-22.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +5.5% | +1.7% | +3.8% | +5.1% |
| 30D | -1.1% | +18.0% | -19.2% | -5.1% |
| 3M | +7.6% | +9.7% | -2.1% | +5.0% |
| 6M | -20.1% | +13.4% | -33.5% | -23.5% |
| YTD | +3.0% | +26.3% | -23.3% | -6.3% |
| 1Y | +3.2% | +27.6% | -24.3% | -7.0% |
| All | +3.2% | +26.0% | -22.8% | -7.0% |
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 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